+133.6%
HOOD vs FCX
+73.1%
+60.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.7% | -1.1% | -2.4% |
| 7D | +3.8% | +4.4% | -0.6% | +1.5% |
| 30D | -26.4% | -16.3% | -10.0% | -18.8% |
| 3M | -14.3% | -12.5% | -1.8% | -7.9% |
| 6M | +3.9% | -8.0% | +12.0% | +7.6% |
| YTD | -28.1% | +20.1% | -48.2% | -36.0% |
| 1Y | -38.8% | +45.9% | -84.8% | -50.8% |
| 3Y | +888.5% | +86.2% | +802.2% | +594.6% |
| 5Y | +131.0% | +57.1% | +73.9% | +65.4% |
| All | +133.6% | +73.1% | +60.5% | +59.7% |
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