-38.1%
HDB vs COPX
+167.3%
-205.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -7.0% | +5.9% | +0.2% |
| 7D | -6.2% | -2.9% | -3.3% | -5.8% |
| 30D | -6.2% | 0.0% | -6.2% | -6.4% |
| 3M | -5.9% | +14.8% | -20.7% | -8.9% |
| 6M | -25.9% | +7.0% | -33.0% | -27.8% |
| YTD | -40.2% | +23.8% | -64.1% | -43.8% |
| 1Y | -38.0% | +75.7% | -113.7% | -46.2% |
| 3Y | -30.5% | +156.4% | -186.9% | -46.3% |
| 5Y | -38.1% | +167.6% | -205.7% | -54.7% |
| All | -38.1% | +167.3% | -205.4% | -54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling