+94.6%
FCX vs HDB
-7.2%
+101.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.7% | +2.2% | +4.1% |
| 7D | -1.0% | +13.7% | -14.7% | -4.8% |
| 30D | -15.2% | +15.8% | -31.1% | -19.0% |
| 3M | -10.3% | +9.2% | -19.5% | -12.9% |
| 6M | +1.6% | +3.2% | -1.6% | -0.2% |
| YTD | +23.9% | -29.4% | +53.2% | +36.2% |
| 1Y | +58.0% | -27.9% | +86.0% | +72.4% |
| 3Y | +94.6% | -5.9% | +100.5% | +101.2% |
| All | +94.6% | -7.2% | +101.8% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling