+61.5%
FCX vs HD
+5.3%
+56.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.5% | +3.6% |
| 7D | -4.9% | +4.3% | -9.2% | -7.0% |
| 30D | -17.1% | +20.2% | -37.3% | -25.2% |
| 3M | -12.7% | -1.0% | -11.7% | -12.6% |
| 6M | -2.0% | +7.9% | -9.9% | -7.1% |
| YTD | +18.1% | +2.0% | +16.1% | +15.4% |
| 1Y | +55.2% | -4.3% | +59.5% | +56.6% |
| 3Y | +74.3% | +25.9% | +48.4% | +48.9% |
| All | +61.5% | +5.3% | +56.2% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling