+1,372.5%
HD vs COPX
+118.6%
+1,253.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | +1.5% | -2.8% | +4.4% | +2.2% |
| 30D | +18.0% | -14.3% | +32.3% | +22.5% |
| 3M | +2.8% | -19.0% | +21.8% | +7.9% |
| 6M | +17.0% | -24.4% | +41.4% | +23.8% |
| YTD | +3.5% | -3.2% | +6.8% | +1.1% |
| 1Y | -2.6% | +15.2% | -17.7% | -9.4% |
| 3Y | +30.7% | +127.6% | -96.9% | -2.4% |
| 5Y | +6.2% | +106.0% | -99.8% | -20.7% |
| 10Y | +242.7% | +313.7% | -71.0% | +92.4% |
| All | +1,372.5% | +118.6% | +1,253.9% | +816.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded COPX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling