+563.1%
HPE vs FCX
+688.3%
-125.2%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.5% |
| 7D | +19.4% | -2.3% | +21.7% | +20.5% |
| 30D | +5.6% | +2.7% | +2.9% | +4.4% |
| 3M | +33.1% | +7.4% | +25.7% | +29.5% |
| 6M | +192.5% | +16.0% | +176.4% | +176.3% |
| YTD | +160.9% | +40.9% | +120.0% | +129.4% |
| 1Y | +155.0% | +56.4% | +98.5% | +114.4% |
| 3Y | +289.4% | +84.2% | +205.2% | +200.9% |
| 5Y | +395.7% | +114.6% | +281.0% | +248.4% |
| All | +563.1% | +688.3% | -125.2% | +175.2% |
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 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