+383.2%
FCX vs HD
+240.6%
+142.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.1% |
| 7D | +4.4% | -0.5% | +4.9% | +4.8% |
| 30D | -16.3% | +18.5% | -34.8% | -26.7% |
| 3M | -12.5% | +2.2% | -14.6% | -14.7% |
| 6M | -8.0% | +13.8% | -21.9% | -18.3% |
| YTD | +20.1% | +3.4% | +16.7% | +14.5% |
| 1Y | +45.9% | -3.5% | +49.4% | +45.8% |
| 3Y | +86.2% | +29.0% | +57.3% | +43.8% |
| 5Y | +57.1% | +6.1% | +51.0% | +36.9% |
| All | +383.2% | +240.6% | +142.6% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HD.
Daily Out/Under-Performance
Portfolio return minus HD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HD 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 10y: compounded portfolio wealth divided by compounded HD 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…
10y analysis · Full analysis span regression · 6 months rolling