+122.7%
HOOD vs COPX
+107.3%
+15.4%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.5% | -1.8% | -2.6% |
| 7D | -3.8% | -2.8% | -0.9% | -1.9% |
| 30D | -23.0% | -14.3% | -8.6% | -14.3% |
| 3M | -21.6% | -19.0% | -2.6% | -9.3% |
| 6M | +1.4% | -24.4% | +25.9% | +21.1% |
| YTD | -31.2% | -3.2% | -27.9% | -32.2% |
| 1Y | -35.9% | +15.2% | -51.1% | -44.3% |
| 3Y | +836.9% | +127.6% | +709.3% | +413.1% |
| All | +122.7% | +107.3% | +15.4% | +14.9% |
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