+701.1%
FCX vs HD
+204.3%
+496.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +7.1% |
| 7D | +5.7% | -1.2% | +6.9% | +6.5% |
| 30D | +10.1% | -11.1% | +21.2% | +19.9% |
| 3M | +20.2% | +2.0% | +18.1% | +17.0% |
| 6M | +29.7% | -10.5% | +40.1% | +39.4% |
| YTD | +51.9% | -6.9% | +58.8% | +57.7% |
| 1Y | +66.0% | -23.2% | +89.2% | +98.6% |
| 3Y | +102.7% | +3.1% | +99.7% | +87.9% |
| 5Y | +138.9% | +7.4% | +131.5% | +103.0% |
| 10Y | +701.1% | +205.0% | +496.1% | +187.4% |
| All | +701.1% | +204.3% | +496.7% | +187.4% |
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