+1,773.8%
HWM vs COPX
+532.8%
+1,241.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.2% | -0.2% |
| 7D | -2.1% | -4.0% | +1.9% | -0.2% |
| 30D | -11.0% | +4.5% | -15.5% | -13.3% |
| 3M | +4.0% | +0.8% | +3.2% | +1.8% |
| 6M | -0.2% | +3.2% | -3.4% | -4.6% |
| YTD | +26.7% | +26.7% | -0.1% | +7.3% |
| 1Y | +44.7% | +85.7% | -41.0% | -0.8% |
| 3Y | +426.1% | +151.2% | +274.9% | +185.2% |
| 5Y | +738.5% | +170.0% | +568.5% | +311.2% |
| All | +1,773.8% | +532.8% | +1,241.0% | +384.6% |
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