+612.2%
FCX vs HPQ
+259.7%
+352.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.4% | -8.6% | -4.7% |
| 7D | -2.3% | +9.8% | -12.0% | -7.7% |
| 30D | +2.7% | +22.4% | -19.7% | -9.5% |
| 3M | +7.4% | +45.2% | -37.8% | -15.2% |
| 6M | +16.0% | +96.4% | -80.4% | -26.5% |
| YTD | +40.9% | +65.4% | -24.5% | -1.9% |
| 1Y | +56.4% | +31.6% | +24.9% | +25.2% |
| 3Y | +84.2% | +37.0% | +47.2% | +35.7% |
| 5Y | +114.6% | +53.0% | +61.6% | +39.4% |
| All | +612.2% | +259.7% | +352.5% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling