+142.9%
HOOD vs FCX
+77.9%
+65.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.0% | +1.0% | +2.4% |
| 7D | -3.2% | -0.8% | -2.5% | -2.6% |
| 30D | -22.6% | -15.1% | -7.5% | -15.3% |
| 3M | -10.4% | -9.6% | -0.8% | -5.4% |
| 6M | +4.7% | -3.1% | +7.8% | +5.3% |
| YTD | -25.2% | +23.4% | -48.7% | -34.4% |
| 1Y | -35.9% | +52.7% | -88.6% | -49.7% |
| 3Y | +927.7% | +91.4% | +836.3% | +611.6% |
| 5Y | +147.5% | +62.7% | +84.8% | +74.4% |
| All | +142.9% | +77.9% | +65.0% | +63.6% |
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