+563.1%
HPE vs COPX
+583.8%
-20.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.1% | +12.5% | +12.5% |
| 7D | +19.4% | -2.3% | +21.8% | +20.9% |
| 30D | +5.6% | +0.3% | +5.4% | +5.4% |
| 3M | +33.1% | +6.8% | +26.2% | +28.6% |
| 6M | +192.5% | +7.9% | +184.5% | +179.0% |
| YTD | +160.9% | +23.7% | +137.2% | +129.6% |
| 1Y | +155.0% | +71.5% | +83.4% | +91.1% |
| 3Y | +289.4% | +149.1% | +140.3% | +135.9% |
| 5Y | +395.7% | +167.3% | +228.3% | +177.7% |
| All | +563.1% | +583.8% | -20.7% | +116.5% |
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 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