+129.2%
HPE vs FCX
+60.8%
+68.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.7% | -4.6% |
| 7D | -0.6% | -4.9% | +4.3% | +1.2% |
| 30D | -2.3% | +4.8% | -7.1% | -4.3% |
| 3M | -2.9% | +4.6% | -7.5% | -5.5% |
| 6M | +143.6% | +10.8% | +132.7% | +129.8% |
| YTD | +118.5% | +44.2% | +74.3% | +92.8% |
| 1Y | +129.2% | +59.6% | +69.6% | +93.2% |
| All | +129.2% | +60.8% | +68.4% | +93.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling