+289.4%
HPE vs FCX
+82.9%
+206.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.2% |
| 3M | +33.1% | +7.4% | +25.7% | +28.6% |
| 6M | +192.5% | +16.0% | +176.4% | +172.9% |
| YTD | +160.9% | +40.9% | +120.0% | +123.6% |
| 1Y | +155.0% | +56.4% | +98.5% | +107.2% |
| 3Y | +289.4% | +84.2% | +205.2% | +172.0% |
| All | +289.4% | +82.9% | +206.5% | +172.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling