+61.4%
FCX vs BHP
+123.5%
-62.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +1.8% |
| 7D | -0.8% | +2.4% | -3.2% | -3.0% |
| 30D | -15.1% | -5.4% | -9.7% | -9.8% |
| 3M | -9.6% | -6.9% | -2.8% | -2.1% |
| 6M | -3.1% | -4.3% | +1.3% | +2.4% |
| YTD | +23.4% | +41.6% | -18.2% | -12.5% |
| 1Y | +52.7% | +53.3% | -0.6% | -0.4% |
| 3Y | +91.4% | +58.4% | +33.0% | +20.6% |
| All | +61.4% | +123.5% | -62.1% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling