+1,607.9%
FCX vs HDB
+4,291.4%
-2,683.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.2% | +2.8% | +2.9% |
| 7D | -0.8% | +6.9% | -7.7% | -4.0% |
| 30D | -15.1% | +15.2% | -30.3% | -21.1% |
| 3M | -9.6% | +11.7% | -21.3% | -15.2% |
| 6M | -3.1% | +7.5% | -10.6% | -8.0% |
| YTD | +23.4% | -28.8% | +52.2% | +43.0% |
| 1Y | +52.7% | -29.1% | +81.8% | +77.0% |
| 3Y | +91.4% | -7.0% | +98.4% | +88.8% |
| 5Y | +62.7% | -22.1% | +84.8% | +71.4% |
| 10Y | +395.9% | +64.9% | +331.0% | +242.1% |
| All | +1,607.9% | +4,291.4% | -2,683.6% | +295.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling