+114.2%
HIG vs COPX
+163.4%
-49.2%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.5% | -2.3% | +0.9% | -1.2% |
| 30D | -0.4% | +0.3% | -0.6% | -0.5% |
| 3M | +6.7% | +6.8% | -0.2% | +5.4% |
| 6M | +2.0% | +7.9% | -6.0% | -0.1% |
| YTD | +0.3% | +23.7% | -23.4% | -4.8% |
| 1Y | +4.2% | +71.5% | -67.3% | -7.4% |
| 3Y | +102.2% | +149.1% | -46.9% | +60.3% |
| All | +114.2% | +163.4% | -49.2% | +62.9% |
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