+854.8%
FCX vs BHP
+3,046.3%
-2,191.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.2% | +1.8% | +2.0% |
| 7D | -0.8% | +2.4% | -3.2% | -2.6% |
| 30D | -15.1% | -5.4% | -9.7% | -10.7% |
| 3M | -9.6% | -6.9% | -2.8% | -3.3% |
| 6M | -3.1% | -4.3% | +1.3% | +1.9% |
| YTD | +23.4% | +41.6% | -18.2% | -6.6% |
| 1Y | +52.7% | +53.3% | -0.6% | +7.9% |
| 3Y | +91.4% | +58.4% | +33.0% | +33.4% |
| 5Y | +62.7% | +121.3% | -58.5% | -13.1% |
| 10Y | +395.9% | +349.0% | +46.9% | +62.6% |
| All | +854.8% | +3,046.3% | -2,191.5% | +84.3% |
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 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