+373.5%
FCX vs FHN
+81.8%
+291.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.5% | -2.3% |
| 7D | -0.3% | +2.1% | -2.4% | -1.4% |
| 30D | -14.7% | +3.8% | -18.5% | -16.3% |
| 3M | -11.2% | -8.9% | -2.2% | -7.0% |
| 6M | -11.4% | +1.8% | -13.2% | -12.7% |
| YTD | +17.7% | +0.6% | +17.1% | +16.5% |
| 1Y | +47.5% | +12.9% | +34.6% | +37.4% |
| 3Y | +83.9% | +126.4% | -42.5% | +15.2% |
| 5Y | +54.0% | +62.3% | -8.3% | +0.3% |
| All | +373.5% | +81.8% | +291.7% | +172.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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