+92.8%
FCX vs HBM
+438.5%
-345.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.0% | +3.0% |
| 7D | -0.8% | -1.3% | +0.5% | 0.0% |
| 30D | -15.1% | -14.8% | -0.2% | -6.3% |
| 3M | -9.6% | -20.7% | +11.1% | +4.2% |
| 6M | -3.1% | -13.9% | +10.9% | +4.3% |
| YTD | +23.4% | +10.6% | +12.8% | +12.1% |
| 1Y | +52.7% | +32.4% | +20.3% | +23.7% |
| All | +92.8% | +438.5% | -345.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 3y: compounded portfolio wealth divided by compounded HBM 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…
3y analysis · Full analysis span regression · 6 months rolling