+373.5%
FCX vs HD
+241.0%
+132.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | -0.3% | +1.5% | -1.8% | -1.3% |
| 30D | -14.7% | +18.0% | -32.7% | -25.0% |
| 3M | -11.2% | +2.8% | -14.0% | -13.8% |
| 6M | -11.4% | +17.0% | -28.4% | -22.8% |
| YTD | +17.7% | +3.5% | +14.2% | +12.1% |
| 1Y | +47.5% | -2.6% | +50.1% | +46.3% |
| 3Y | +83.9% | +30.7% | +53.2% | +40.5% |
| 5Y | +54.0% | +6.2% | +47.7% | +34.0% |
| All | +373.5% | +241.0% | +132.6% | +75.4% |
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