+41.5%
HDB vs COPX
+583.8%
-542.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.1% | +7.0% | +6.9% |
| 7D | +0.7% | -2.3% | +3.0% | +1.2% |
| 30D | +1.0% | +0.3% | +0.7% | +0.6% |
| 3M | -2.0% | +6.8% | -8.8% | -4.8% |
| 6M | -18.1% | +7.9% | -26.1% | -21.5% |
| YTD | -36.1% | +23.7% | -59.9% | -42.0% |
| 1Y | -34.0% | +71.5% | -105.6% | -46.6% |
| 3Y | -26.7% | +149.1% | -175.8% | -49.7% |
| 5Y | -33.9% | +167.3% | -201.2% | -57.7% |
| All | +41.5% | +583.8% | -542.3% | -41.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling