+453.2%
HUT vs COPX
+311.7%
+141.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +4.1% | +2.3% | +2.4% |
| 7D | +28.3% | +5.8% | +22.5% | +21.7% |
| 30D | +12.3% | +7.2% | +5.1% | +4.8% |
| 3M | -16.8% | +16.5% | -33.3% | -29.6% |
| 6M | +111.4% | +18.4% | +92.9% | +80.0% |
| YTD | +116.6% | +31.9% | +84.7% | +69.4% |
| 1Y | +290.5% | +88.5% | +202.0% | +123.1% |
| 3Y | +792.3% | +173.1% | +619.2% | +261.4% |
| 5Y | +94.1% | +193.1% | -99.0% | -22.6% |
| All | +453.2% | +311.7% | +141.5% | +23.8% |
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 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