+114.3%
FCX vs HD
+10.1%
+104.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.3% |
| 7D | -4.9% | -2.1% | -2.8% | -3.8% |
| 30D | +4.8% | -8.4% | +13.2% | +9.9% |
| 3M | +4.6% | +4.3% | +0.3% | +1.5% |
| 6M | +10.8% | -11.1% | +22.0% | +17.7% |
| YTD | +44.2% | -4.7% | +48.9% | +46.8% |
| 1Y | +59.6% | -19.8% | +79.4% | +78.5% |
| 3Y | +82.2% | +4.1% | +78.1% | +73.0% |
| All | +114.3% | +10.1% | +104.2% | +72.6% |
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