+559.4%
HON vs COPX
+179.8%
+379.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -7.0% | +5.6% | +1.1% |
| 7D | -2.6% | -2.9% | +0.3% | -1.8% |
| 30D | -11.9% | 0.0% | -11.9% | -12.2% |
| 3M | -6.1% | +14.8% | -20.9% | -11.3% |
| 6M | -19.2% | +7.0% | -26.2% | -22.6% |
| YTD | +0.2% | +23.8% | -23.7% | -9.9% |
| 1Y | -1.5% | +75.7% | -77.2% | -22.5% |
| 3Y | +17.9% | +156.4% | -138.5% | -22.6% |
| 5Y | +1.9% | +167.6% | -165.6% | -36.9% |
| 10Y | +135.2% | +569.1% | -434.0% | -8.1% |
| All | +559.4% | +179.8% | +379.6% | +242.5% |
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