+1,559.5%
HWM vs COPX
+517.9%
+1,041.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -11.4% | -2.3% | -9.1% | -10.8% |
| 30D | -18.5% | +0.3% | -18.7% | -19.3% |
| 3M | -13.2% | +6.8% | -20.0% | -17.4% |
| 6M | -8.7% | +7.9% | -16.6% | -14.9% |
| YTD | +12.2% | +23.7% | -11.6% | -4.3% |
| 1Y | +24.9% | +71.5% | -46.6% | -11.2% |
| 3Y | +383.9% | +149.1% | +234.8% | +161.9% |
| 5Y | +646.1% | +167.3% | +478.8% | +265.4% |
| All | +1,559.5% | +517.9% | +1,041.5% | +332.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling