+60.3%
FCX vs DHI
+9.6%
+50.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +8.1% | -6.8% | -0.7% |
| 7D | -6.0% | +9.8% | -15.8% | -8.3% |
| 30D | -13.6% | +17.8% | -31.4% | -17.7% |
| 3M | -6.8% | +4.7% | -11.5% | -8.0% |
| 6M | +13.2% | +10.0% | +3.1% | +9.3% |
| YTD | +24.4% | +10.0% | +14.4% | +18.1% |
| 1Y | +60.3% | +9.1% | +51.2% | +51.4% |
| All | +60.3% | +9.6% | +50.7% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling