+134.6%
FCX vs HRB
+104.8%
+29.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | +3.1% | -10.6% | +13.7% | +3.9% |
| 30D | +8.1% | -0.8% | +8.9% | +7.9% |
| 3M | +18.9% | +19.1% | -0.1% | +16.5% |
| 6M | +26.6% | +48.7% | -22.1% | +19.7% |
| YTD | +51.2% | +7.1% | +44.1% | +51.1% |
| 1Y | +75.6% | -8.3% | +83.9% | +80.7% |
| 3Y | +101.7% | +25.8% | +75.9% | +87.2% |
| 5Y | +134.6% | +111.1% | +23.5% | +104.9% |
| All | +134.6% | +104.8% | +29.8% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling