+645.2%
HWM vs COPX
+193.3%
+451.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.5% | +0.2% |
| 7D | -8.0% | +6.0% | -14.0% | -9.9% |
| 30D | -18.0% | +6.4% | -24.4% | -20.0% |
| 3M | -9.5% | +19.3% | -28.8% | -15.3% |
| 6M | -8.4% | +16.2% | -24.6% | -14.5% |
| YTD | +13.6% | +33.2% | -19.5% | +0.3% |
| 1Y | +30.2% | +90.2% | -60.0% | +0.9% |
| 3Y | +392.2% | +175.7% | +216.6% | +215.3% |
| 5Y | +645.2% | +193.1% | +452.1% | +361.7% |
| All | +645.2% | +193.3% | +451.9% | +361.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling