+155.0%
HPE vs FCX
+60.1%
+94.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.5% |
| 7D | +19.4% | -2.3% | +21.7% | +20.7% |
| 30D | +5.6% | +2.7% | +2.9% | +4.4% |
| 3M | +33.1% | +7.4% | +25.7% | +28.5% |
| 6M | +192.5% | +16.0% | +176.4% | +174.4% |
| YTD | +160.9% | +40.9% | +120.0% | +131.2% |
| 1Y | +155.0% | +56.4% | +98.5% | +116.1% |
| All | +155.0% | +60.1% | +94.9% | +116.1% |
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