+810.5%
FCX vs BHP
+2,947.8%
-2,137.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -0.9% |
| 7D | -0.3% | -0.5% | +0.2% | +0.2% |
| 30D | -14.7% | -4.5% | -10.2% | -11.0% |
| 3M | -11.2% | -6.9% | -4.3% | -4.9% |
| 6M | -11.4% | -10.6% | -0.8% | -1.2% |
| YTD | +17.7% | +37.2% | -19.5% | -8.4% |
| 1Y | +47.5% | +48.0% | -0.5% | +7.4% |
| 3Y | +83.9% | +52.6% | +31.3% | +32.4% |
| 5Y | +54.0% | +116.5% | -62.5% | -16.1% |
| 10Y | +372.9% | +334.9% | +37.9% | +59.4% |
| All | +810.5% | +2,947.8% | -2,137.3% | +80.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling