+275.8%
HL vs COPX
+179.5%
+96.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -4.4% | -2.3% | -2.0% | -2.7% |
| 30D | +9.3% | +0.3% | +9.0% | +9.0% |
| 3M | +32.0% | +6.8% | +25.2% | +25.2% |
| 6M | -6.4% | +7.9% | -14.4% | -11.7% |
| YTD | +3.1% | +23.7% | -20.6% | -12.7% |
| 1Y | +77.6% | +71.5% | +6.0% | +15.1% |
| 3Y | +392.8% | +149.1% | +243.7% | +134.9% |
| 5Y | +234.1% | +167.3% | +66.8% | +50.6% |
| 10Y | +264.5% | +568.5% | -304.1% | -24.2% |
| All | +275.8% | +179.5% | +96.3% | +63.0% |
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