+93.8%
FCX vs ALHC
-61.4%
+155.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.9% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -14.7% | -10.6% | -4.2% | -14.1% |
| 3M | -11.2% | -45.3% | +34.2% | -7.6% |
| 6M | -11.4% | -59.7% | +48.3% | -6.2% |
| YTD | +17.7% | -62.7% | +80.5% | +24.8% |
| 1Y | +47.5% | -56.1% | +103.6% | +54.1% |
| 3Y | +83.9% | +21.3% | +62.6% | +64.9% |
| 5Y | +54.0% | -66.0% | +119.9% | +51.0% |
| All | +93.8% | -61.4% | +155.2% | +67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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