+159.9%
HST vs COPX
+186.2%
-26.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.6% |
| 7D | -1.0% | -4.0% | +2.9% | +0.7% |
| 30D | -12.3% | +4.5% | -16.8% | -14.1% |
| 3M | -6.4% | +0.8% | -7.2% | -8.2% |
| 6M | +15.0% | +3.2% | +11.8% | +10.0% |
| YTD | +30.5% | +26.7% | +3.8% | +11.8% |
| 1Y | +35.7% | +85.7% | -50.0% | -3.6% |
| 3Y | +68.4% | +151.2% | -82.8% | -1.0% |
| 5Y | +73.1% | +170.0% | -96.9% | -5.2% |
| 10Y | +92.7% | +572.9% | -480.2% | -38.9% |
| All | +159.9% | +186.2% | -26.3% | +17.2% |
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