-36.1%
HOOD vs FCX
+58.1%
-94.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.3% | +0.7% | +1.2% |
| 7D | -4.4% | -6.0% | +1.6% | -0.8% |
| 30D | -23.4% | -13.6% | -9.8% | -16.4% |
| 3M | -6.5% | -6.8% | +0.3% | -2.8% |
| 6M | +14.2% | +13.2% | +1.0% | +2.8% |
| YTD | -22.7% | +24.4% | -47.1% | -43.0% |
| 1Y | -36.1% | +60.3% | -96.4% | -70.3% |
| All | -36.1% | +58.1% | -94.2% | -70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 1y: compounded portfolio wealth divided by compounded FCX 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…
1y analysis · Full analysis span regression · 6 months rolling