+14.6%
FCX vs DHI
-7.3%
+22.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.4% | -4.2% | -5.6% |
| 7D | -1.9% | -6.1% | +4.3% | +0.5% |
| 30D | +3.4% | -10.1% | +13.5% | +7.6% |
| 3M | +15.0% | -7.3% | +22.3% | +16.6% |
| 6M | +14.6% | -6.1% | +20.8% | +10.9% |
| All | +14.6% | -7.3% | +22.0% | +10.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling