+1,474.6%
HWM vs COPX
+307.7%
+1,166.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | +0.2% |
| 7D | +7.3% | -2.8% | +10.1% | +8.7% |
| 30D | +1.6% | -14.3% | +15.9% | +9.2% |
| 3M | -21.9% | -19.0% | -2.8% | -14.7% |
| 6M | -19.0% | -24.4% | +5.4% | -10.1% |
| YTD | +7.9% | -3.2% | +11.2% | +3.1% |
| 1Y | +9.9% | +15.2% | -5.2% | -4.5% |
| 3Y | +342.1% | +127.6% | +214.5% | +143.9% |
| 5Y | +600.8% | +106.0% | +494.8% | +289.7% |
| All | +1,474.6% | +307.7% | +1,166.9% | +365.9% |
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 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