+75.6%
FCX vs HDB
-37.2%
+112.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | 0.0% |
| 7D | +3.1% | -4.9% | +8.0% | +4.5% |
| 30D | +8.1% | -5.8% | +14.0% | +10.0% |
| 3M | +18.9% | -5.2% | +24.1% | +18.7% |
| 6M | +26.6% | -25.7% | +52.3% | +34.3% |
| YTD | +51.2% | -39.6% | +90.7% | +56.9% |
| 1Y | +75.6% | -36.9% | +112.5% | +76.5% |
| All | +75.6% | -37.2% | +112.8% | +76.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling