+193.0%
HOOD vs FCX
+127.3%
+65.7%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +5.3% | -9.3% | -6.8% |
| 7D | +13.4% | +5.7% | +7.6% | +9.6% |
| 30D | +25.8% | +10.1% | +15.7% | +19.2% |
| 3M | +38.0% | +20.2% | +17.8% | +23.8% |
| 6M | +52.2% | +29.7% | +22.5% | +29.6% |
| YTD | +3.7% | +51.9% | -48.2% | -19.4% |
| 1Y | +0.1% | +66.0% | -65.9% | -26.8% |
| 3Y | +992.6% | +102.7% | +889.8% | +603.5% |
| 5Y | +193.0% | +138.9% | +54.1% | +71.2% |
| All | +193.0% | +127.3% | +65.7% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling