+724.2%
FCX vs FHN
+125.8%
+598.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.3% |
| 7D | +3.1% | 0.0% | +3.1% | +3.0% |
| 30D | +8.1% | -2.6% | +10.7% | +9.3% |
| 3M | +18.9% | 0.0% | +18.9% | +18.4% |
| 6M | +26.6% | +9.2% | +17.4% | +20.3% |
| YTD | +51.2% | +4.3% | +46.8% | +46.7% |
| 1Y | +75.6% | +10.8% | +64.8% | +64.2% |
| 3Y | +101.7% | +130.7% | -29.0% | +24.0% |
| 5Y | +134.6% | +87.4% | +47.3% | +38.7% |
| 10Y | +724.2% | +126.9% | +597.3% | +256.2% |
| All | +724.2% | +125.8% | +598.3% | +256.2% |
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