+36.2%
HST vs COPX
+76.0%
-39.8%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.4% | +1.5% |
| 7D | +0.7% | -2.9% | +3.6% | +1.0% |
| 30D | -0.7% | 0.0% | -0.7% | -0.8% |
| 3M | -4.0% | +14.8% | -18.8% | -6.3% |
| 6M | +20.7% | +7.0% | +13.7% | +17.6% |
| YTD | +31.0% | +23.8% | +7.2% | +23.4% |
| 1Y | +36.2% | +75.7% | -39.5% | +25.4% |
| All | +36.2% | +76.0% | -39.8% | +25.4% |
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