+1,015.5%
FCX vs BHP
+3,366.9%
-2,351.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.5% |
| 7D | -4.9% | -2.9% | -2.0% | -2.4% |
| 30D | +4.8% | +3.4% | +1.4% | +2.1% |
| 3M | +4.6% | +4.1% | +0.5% | +1.8% |
| 6M | +10.8% | +20.6% | -9.8% | -4.3% |
| YTD | +44.2% | +56.1% | -11.8% | -0.1% |
| 1Y | +59.6% | +69.6% | -10.0% | +2.5% |
| 3Y | +82.2% | +78.8% | +3.4% | +13.9% |
| 5Y | +115.6% | +113.1% | +2.6% | +18.5% |
| 10Y | +670.6% | +505.9% | +164.7% | +97.9% |
| All | +1,015.5% | +3,366.9% | -2,351.4% | +97.2% |
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