+35.7%
HST vs COPX
+84.7%
-49.0%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | -1.0% | -4.0% | +2.9% | -0.4% |
| 30D | -12.3% | +4.5% | -16.8% | -12.9% |
| 3M | -6.4% | +0.8% | -7.2% | -6.8% |
| 6M | +15.0% | +3.2% | +11.8% | +12.5% |
| YTD | +30.5% | +26.7% | +3.8% | +22.7% |
| 1Y | +35.7% | +85.7% | -50.0% | +26.8% |
| All | +35.7% | +84.7% | -49.0% | +26.8% |
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