+613.6%
FCX vs BHP
+498.2%
+115.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -5.3% | -1.3% | -0.8% |
| 7D | -1.9% | -3.7% | +1.9% | +2.4% |
| 30D | +3.4% | -0.8% | +4.2% | +4.7% |
| 3M | +15.0% | +7.6% | +7.4% | +6.6% |
| 6M | +14.6% | +20.8% | -6.1% | -5.7% |
| YTD | +41.2% | +50.8% | -9.6% | -8.7% |
| 1Y | +60.4% | +70.9% | -10.5% | -10.3% |
| 3Y | +88.4% | +78.0% | +10.4% | +1.2% |
| 5Y | +115.0% | +113.1% | +2.0% | -6.5% |
| All | +613.6% | +498.2% | +115.4% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 BHP 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