+137.1%
HPQ vs COPX
+179.5%
-42.4%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | -0.1% | +8.5% | +8.4% |
| 7D | +9.8% | -2.3% | +12.1% | +10.5% |
| 30D | +22.4% | +0.3% | +22.1% | +21.4% |
| 3M | +45.2% | +6.8% | +38.3% | +39.3% |
| 6M | +96.4% | +7.9% | +88.5% | +83.7% |
| YTD | +65.4% | +23.7% | +41.7% | +43.2% |
| 1Y | +31.6% | +71.5% | -40.0% | -1.5% |
| 3Y | +37.0% | +149.1% | -112.1% | -15.5% |
| 5Y | +53.0% | +167.3% | -114.3% | -11.1% |
| 10Y | +257.2% | +568.5% | -311.3% | +31.7% |
| All | +137.1% | +179.5% | -42.4% | +15.2% |
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