+55.4%
FCX vs HPQ
+11.1%
+44.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.6% |
| 7D | -0.3% | +3.2% | -3.5% | -1.5% |
| 30D | -14.7% | -3.6% | -11.1% | -14.1% |
| 3M | -11.2% | -5.3% | -5.9% | -11.3% |
| 6M | -11.4% | +41.1% | -52.5% | -28.2% |
| YTD | +17.7% | +36.9% | -19.1% | -4.7% |
| 1Y | +47.5% | +23.5% | +24.0% | +25.7% |
| 3Y | +83.9% | +19.6% | +64.3% | +50.5% |
| All | +55.4% | +11.1% | +44.3% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling