+223.3%
HOOD vs COPX
+162.0%
+61.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -7.8% | -2.3% | -5.5% | -6.8% |
| 30D | +18.6% | +0.3% | +18.3% | +18.4% |
| 3M | +22.1% | +6.8% | +15.2% | +16.0% |
| 6M | +43.1% | +7.9% | +35.1% | +33.2% |
| YTD | -0.5% | +23.7% | -24.2% | -16.8% |
| 1Y | -4.4% | +71.5% | -75.9% | -35.8% |
| 3Y | +938.5% | +149.1% | +789.4% | +436.3% |
| 5Y | +173.4% | +167.3% | +6.1% | +30.2% |
| All | +223.3% | +162.0% | +61.2% | +58.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling