+1,895.3%
FCX vs HDB
+3,812.1%
-1,916.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.4% |
| 7D | -4.9% | +0.4% | -5.3% | -5.1% |
| 30D | +4.8% | -2.8% | +7.6% | +6.2% |
| 3M | +4.6% | -3.5% | +8.2% | +5.7% |
| 6M | +10.8% | -24.7% | +35.5% | +26.5% |
| YTD | +44.2% | -36.6% | +80.8% | +78.3% |
| 1Y | +59.6% | -34.4% | +93.9% | +93.5% |
| 3Y | +82.2% | -24.4% | +106.6% | +100.5% |
| 5Y | +115.6% | -35.4% | +151.0% | +151.1% |
| 10Y | +670.6% | +39.5% | +631.0% | +481.7% |
| All | +1,895.3% | +3,812.1% | -1,916.9% | +392.6% |
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