+666.4%
HPE vs COPX
+595.6%
+70.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -7.0% | +0.7% | -3.1% |
| 7D | +1.4% | -2.9% | +4.3% | +3.0% |
| 30D | +1.5% | 0.0% | +1.5% | +1.5% |
| 3M | +21.7% | +14.8% | +6.9% | +13.9% |
| 6M | +164.2% | +7.0% | +157.1% | +153.3% |
| YTD | +132.1% | +23.8% | +108.2% | +104.9% |
| 1Y | +130.6% | +75.7% | +54.9% | +72.6% |
| 3Y | +244.1% | +156.4% | +87.7% | +109.3% |
| 5Y | +340.8% | +167.6% | +173.2% | +152.4% |
| 10Y | +500.2% | +569.1% | -69.0% | +103.4% |
| All | +666.4% | +595.6% | +70.8% | +142.6% |
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