+138.9%
FCX vs HDB
-37.8%
+176.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.0% | +8.4% | +6.5% |
| 7D | +5.7% | -2.0% | +7.8% | +6.5% |
| 30D | +10.1% | -4.9% | +14.9% | +12.1% |
| 3M | +20.2% | -2.3% | +22.5% | +20.1% |
| 6M | +29.7% | -23.7% | +53.4% | +43.4% |
| YTD | +51.9% | -38.5% | +90.4% | +82.3% |
| 1Y | +66.0% | -36.5% | +102.4% | +96.0% |
| 3Y | +102.7% | -28.5% | +131.2% | +123.7% |
| 5Y | +138.9% | -37.4% | +176.2% | +177.1% |
| All | +138.9% | -37.8% | +176.6% | +177.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling