+810.5%
FCX vs HPQ
+689.3%
+121.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.1% |
| 6M | -11.4% | +41.1% | -52.5% | -25.9% |
| YTD | +17.7% | +36.9% | -19.1% | -1.8% |
| 1Y | +47.5% | +23.5% | +24.0% | +27.7% |
| 3Y | +83.9% | +19.6% | +64.3% | +58.7% |
| 5Y | +54.0% | +11.4% | +42.5% | +35.3% |
| 10Y | +372.9% | +160.6% | +212.3% | +207.0% |
| All | +810.5% | +689.3% | +121.2% | +379.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling