+340.8%
HPE vs FCX
+116.3%
+224.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -6.6% | +0.3% | -3.8% |
| 7D | +1.4% | -1.9% | +3.3% | +2.3% |
| 30D | +1.5% | +3.4% | -1.9% | +0.1% |
| 3M | +21.7% | +15.0% | +6.8% | +15.2% |
| 6M | +164.2% | +14.6% | +149.5% | +149.2% |
| YTD | +132.1% | +41.2% | +90.8% | +101.7% |
| 1Y | +130.6% | +60.4% | +70.3% | +89.5% |
| 3Y | +244.1% | +88.4% | +155.7% | +155.6% |
| 5Y | +340.8% | +115.0% | +225.8% | +202.8% |
| All | +340.8% | +116.3% | +224.5% | +202.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling