+386.3%
FCX vs HDB
+61.4%
+324.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.6% |
| 7D | -2.4% | +12.7% | -15.1% | -7.9% |
| 30D | -18.0% | +16.6% | -34.6% | -24.1% |
| 3M | -14.3% | +10.8% | -25.1% | -19.1% |
| 6M | -1.7% | +3.8% | -5.6% | -5.1% |
| YTD | +19.8% | -28.9% | +48.7% | +39.2% |
| 1Y | +48.6% | -28.0% | +76.6% | +71.3% |
| 3Y | +85.8% | -7.2% | +93.0% | +82.6% |
| 5Y | +72.2% | -22.2% | +94.5% | +81.6% |
| 10Y | +386.3% | +63.6% | +322.7% | +250.1% |
| All | +386.3% | +61.4% | +324.9% | +250.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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