+251.5%
HDB vs COPX
+198.0%
+53.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.1% | -7.1% | -4.4% |
| 7D | -2.0% | +5.8% | -7.8% | -4.0% |
| 30D | -4.9% | +7.2% | -12.1% | -7.3% |
| 3M | -2.3% | +16.5% | -18.8% | -8.2% |
| 6M | -23.7% | +18.4% | -42.2% | -29.5% |
| YTD | -38.5% | +31.9% | -70.4% | -46.0% |
| 1Y | -36.5% | +88.5% | -125.0% | -51.4% |
| 3Y | -28.5% | +173.1% | -201.5% | -54.2% |
| 5Y | -37.4% | +193.1% | -230.5% | -62.8% |
| 10Y | +34.0% | +591.7% | -557.6% | -49.2% |
| All | +251.5% | +198.0% | +53.5% | +89.3% |
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