+231.1%
HOOD vs FCX
+117.9%
+113.2%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.5% |
| 7D | +7.7% | +3.1% | +4.6% | +5.7% |
| 30D | +22.0% | +8.1% | +13.9% | +16.9% |
| 3M | +37.6% | +18.9% | +18.7% | +24.7% |
| 6M | +45.3% | +26.6% | +18.7% | +26.0% |
| YTD | +1.9% | +51.2% | -49.2% | -19.8% |
| 1Y | -2.7% | +75.6% | -78.3% | -29.9% |
| 3Y | +973.4% | +101.7% | +871.7% | +607.2% |
| 5Y | +179.3% | +134.6% | +44.6% | +73.0% |
| All | +231.1% | +117.9% | +113.2% | +100.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling