+613.6%
FCX vs HRB
+207.5%
+406.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.6% | -6.0% | -6.4% |
| 7D | -1.9% | -12.2% | +10.3% | +1.1% |
| 30D | +3.4% | -3.0% | +6.4% | +3.5% |
| 3M | +15.0% | +21.7% | -6.7% | +7.7% |
| 6M | +14.6% | +52.3% | -37.7% | -0.8% |
| YTD | +41.2% | +6.5% | +34.7% | +34.9% |
| 1Y | +60.4% | -6.7% | +67.1% | +59.0% |
| 3Y | +88.4% | +25.1% | +63.3% | +64.1% |
| 5Y | +115.0% | +113.8% | +1.3% | +50.7% |
| All | +613.6% | +207.5% | +406.1% | +299.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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