+990.0%
FCX vs DHI
+7,773.5%
-6,783.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.8% |
| 7D | -2.3% | -3.4% | +1.1% | -1.2% |
| 30D | +2.7% | -5.4% | +8.1% | +4.5% |
| 3M | +7.4% | -10.4% | +17.8% | +10.7% |
| 6M | +16.0% | -2.8% | +18.8% | +16.4% |
| YTD | +40.9% | -3.4% | +44.3% | +41.1% |
| 1Y | +56.4% | -22.9% | +79.3% | +67.4% |
| 3Y | +84.2% | +20.7% | +63.5% | +65.0% |
| 5Y | +114.6% | +62.1% | +52.5% | +70.4% |
| 10Y | +668.4% | +410.4% | +257.9% | +313.9% |
| All | +990.0% | +7,773.5% | -6,783.5% | +202.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling