+559.0%
HIG vs COPX
+179.8%
+379.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -7.0% | +7.2% | +2.7% |
| 7D | -2.3% | -2.9% | +0.6% | -1.4% |
| 30D | -1.2% | 0.0% | -1.2% | -1.7% |
| 3M | +6.3% | +14.8% | -8.5% | -0.6% |
| 6M | +0.6% | +7.0% | -6.5% | -5.4% |
| YTD | +0.6% | +23.8% | -23.2% | -12.3% |
| 1Y | +6.1% | +75.7% | -69.6% | -20.7% |
| 3Y | +102.0% | +156.4% | -54.4% | +21.1% |
| 5Y | +119.2% | +167.6% | -48.4% | +22.3% |
| 10Y | +312.5% | +569.1% | -256.7% | +27.6% |
| All | +559.0% | +179.8% | +379.3% | +210.5% |
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