+567.9%
FCX vs HBM
+613.3%
-45.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.2% | +0.8% |
| 7D | -4.9% | -6.4% | +1.5% | -1.2% |
| 30D | +4.8% | +5.9% | -1.1% | +1.3% |
| 3M | +4.6% | -8.9% | +13.5% | +9.3% |
| 6M | +10.8% | +10.7% | +0.2% | +2.7% |
| YTD | +44.2% | +38.3% | +6.0% | +16.3% |
| 1Y | +59.6% | +121.3% | -61.8% | -4.0% |
| 3Y | +82.2% | +450.6% | -368.3% | -38.3% |
| 5Y | +115.6% | +338.0% | -222.4% | -21.4% |
| 10Y | +670.6% | +578.6% | +91.9% | +67.9% |
| All | +567.9% | +613.3% | -45.5% | +19.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling