+92.5%
FCX vs HDB
-25.5%
+118.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -4.9% | +0.4% | -5.3% | -5.0% |
| 30D | +4.8% | -2.8% | +7.6% | +5.8% |
| 3M | +4.6% | -3.5% | +8.2% | +5.1% |
| 6M | +10.8% | -24.7% | +35.5% | +20.8% |
| YTD | +44.2% | -36.6% | +80.8% | +65.0% |
| 1Y | +59.6% | -34.4% | +93.9% | +80.0% |
| All | +92.5% | -25.5% | +118.0% | +103.4% |
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