+65.0%
HST vs COPX
+168.3%
-103.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.1% | -0.4% |
| 7D | -0.3% | +6.0% | -6.3% | -1.7% |
| 30D | -2.8% | +6.4% | -9.2% | -4.3% |
| 3M | -6.5% | +19.3% | -25.8% | -10.8% |
| 6M | +20.7% | +16.2% | +4.5% | +14.6% |
| YTD | +30.5% | +33.2% | -2.7% | +17.6% |
| 1Y | +36.8% | +90.2% | -53.5% | +9.8% |
| All | +65.0% | +168.3% | -103.4% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling