+59.6%
FCX vs DHI
-16.9%
+76.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.4% | +0.5% |
| 7D | -4.9% | -3.1% | -1.7% | -4.0% |
| 30D | +4.8% | -5.5% | +10.3% | +6.3% |
| 3M | +4.6% | -2.2% | +6.8% | +4.8% |
| 6M | +10.8% | -6.0% | +16.8% | +9.8% |
| YTD | +44.2% | 0.0% | +44.2% | +41.6% |
| 1Y | +59.6% | -18.2% | +77.8% | +60.5% |
| All | +59.6% | -16.9% | +76.5% | +60.5% |
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