+677.7%
HPE vs FCX
+596.8%
+80.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.3% | +2.4% | +6.1% |
| 7D | +10.1% | +5.7% | +4.4% | +8.3% |
| 30D | +5.3% | +10.1% | -4.8% | +2.1% |
| 3M | +12.7% | +20.2% | -7.5% | +6.4% |
| 6M | +167.7% | +29.7% | +138.0% | +146.3% |
| YTD | +135.5% | +51.9% | +83.5% | +105.6% |
| 1Y | +143.4% | +66.0% | +77.4% | +105.2% |
| 3Y | +249.2% | +102.7% | +146.4% | +171.5% |
| 5Y | +343.8% | +138.9% | +205.0% | +218.1% |
| 10Y | +495.9% | +701.1% | -205.2% | +180.9% |
| All | +677.7% | +596.8% | +80.9% | +238.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling