+810.5%
FCX vs HRB
+1,221.5%
-411.0%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -1.6% |
| 7D | -0.3% | -5.1% | +4.8% | +1.1% |
| 30D | -14.7% | +8.7% | -23.4% | -17.2% |
| 3M | -11.2% | -5.4% | -5.8% | -10.7% |
| 6M | -11.4% | +41.6% | -53.0% | -22.4% |
| YTD | +17.7% | +18.7% | -0.9% | +6.2% |
| 1Y | +47.5% | +16.4% | +31.0% | +33.7% |
| 3Y | +83.9% | +22.0% | +61.9% | +59.7% |
| 5Y | +54.0% | +141.2% | -87.3% | +4.0% |
| 10Y | +372.9% | +223.1% | +149.7% | +168.6% |
| All | +810.5% | +1,221.5% | -411.0% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling