+85.3%
FCX vs HD
+4.5%
+80.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -4.9% | -2.1% | -2.8% | -3.7% |
| 30D | +4.8% | -8.4% | +13.2% | +9.9% |
| 3M | +4.6% | +4.3% | +0.3% | +1.3% |
| 6M | +10.8% | -11.1% | +22.0% | +17.7% |
| YTD | +44.2% | -4.7% | +48.9% | +46.6% |
| 1Y | +59.6% | -19.8% | +79.4% | +80.0% |
| All | +85.3% | +4.5% | +80.8% | +63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling