+97.6%
FCX vs HRB
+25.9%
+71.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.6% |
| 7D | +3.1% | -10.6% | +13.7% | +2.5% |
| 30D | +8.1% | -0.8% | +8.9% | +8.2% |
| 3M | +18.9% | +19.1% | -0.1% | +20.2% |
| 6M | +26.6% | +48.7% | -22.1% | +27.4% |
| YTD | +51.2% | +7.1% | +44.1% | +55.9% |
| 1Y | +75.6% | -8.3% | +83.9% | +83.9% |
| All | +97.6% | +25.9% | +71.7% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling