+250.7%
HOOD vs FCX
+107.9%
+142.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | +17.1% | -4.9% | +22.0% | +20.0% |
| 30D | +31.6% | +4.8% | +26.8% | +28.5% |
| 3M | +38.2% | +4.6% | +33.6% | +34.2% |
| 6M | +48.5% | +10.8% | +37.7% | +38.4% |
| YTD | +8.0% | +44.2% | -36.3% | -12.7% |
| 1Y | +18.7% | +59.6% | -40.9% | -10.1% |
| 3Y | +999.1% | +82.2% | +916.9% | +659.5% |
| 5Y | +181.7% | +115.6% | +66.1% | +78.0% |
| All | +250.7% | +107.9% | +142.8% | +117.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling