+135.8%
HOOD vs FCX
+65.7%
+70.1%
-80.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.9% | -0.6% |
| 7D | -5.1% | -2.4% | -2.7% | -3.6% |
| 30D | -25.4% | -18.0% | -7.4% | -16.5% |
| 3M | -14.0% | -14.3% | +0.3% | -6.3% |
| 6M | +5.6% | -1.7% | +7.3% | +5.3% |
| YTD | -28.1% | +19.8% | -47.9% | -36.4% |
| 1Y | -40.1% | +48.6% | -88.8% | -53.0% |
| 3Y | +888.2% | +85.8% | +802.4% | +576.0% |
| 5Y | +135.8% | +72.2% | +63.6% | +53.7% |
| All | +135.8% | +65.7% | +70.1% | +53.7% |
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 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