+48.6%
FCX vs FHN
+12.0%
+36.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.4% | -3.3% |
| 7D | -2.4% | +0.9% | -3.3% | -2.7% |
| 30D | -18.0% | +2.1% | -20.1% | -18.7% |
| 3M | -14.3% | -6.0% | -8.3% | -12.0% |
| 6M | -1.7% | -2.9% | +1.2% | -1.6% |
| YTD | +19.8% | +0.7% | +19.1% | +13.3% |
| 1Y | +48.6% | +11.0% | +37.6% | +30.8% |
| All | +48.6% | +12.0% | +36.6% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling