+31.6%
HPQ vs COPX
+73.7%
-42.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -2.3% | +12.1% | +9.8% |
| 30D | +22.4% | +0.3% | +22.1% | +22.1% |
| 3M | +45.2% | +6.8% | +38.3% | +44.5% |
| 6M | +96.4% | +7.9% | +88.5% | +94.0% |
| YTD | +65.4% | +23.7% | +41.7% | +53.2% |
| 1Y | +31.6% | +71.5% | -40.0% | +15.8% |
| All | +31.6% | +73.7% | -42.2% | +15.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling