+1,015.5%
FCX vs HPQ
+769.1%
+246.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | -4.9% | +6.9% | -11.8% | -7.4% |
| 30D | +4.8% | +14.4% | -9.6% | -1.1% |
| 3M | +4.6% | +25.6% | -21.0% | -5.5% |
| 6M | +10.8% | +75.0% | -64.2% | -14.1% |
| YTD | +44.2% | +50.7% | -6.5% | +17.9% |
| 1Y | +59.6% | +18.7% | +40.9% | +43.2% |
| 3Y | +82.2% | +21.5% | +60.7% | +58.9% |
| 5Y | +115.6% | +31.6% | +84.1% | +80.6% |
| 10Y | +670.6% | +216.1% | +454.5% | +375.9% |
| All | +1,015.5% | +769.1% | +246.4% | +475.5% |
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