-11.4%
FCX vs HRB
+41.4%
-52.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -2.5% |
| 7D | -0.3% | -5.1% | +4.8% | -2.1% |
| 30D | -14.7% | +8.7% | -23.4% | -11.8% |
| 3M | -11.2% | -5.4% | -5.8% | -11.8% |
| 6M | -11.4% | +41.6% | -53.0% | +13.5% |
| All | -11.4% | +41.4% | -52.8% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling