+102.7%
FCX vs FHN
+134.1%
-31.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.1% | +6.4% | +5.9% |
| 7D | +5.7% | +2.7% | +3.1% | +4.3% |
| 30D | +10.1% | -3.1% | +13.2% | +11.5% |
| 3M | +20.2% | +2.3% | +17.8% | +18.2% |
| 6M | +29.7% | +9.7% | +19.9% | +23.1% |
| YTD | +51.9% | +4.7% | +47.2% | +47.1% |
| 1Y | +66.0% | +13.8% | +52.2% | +53.3% |
| 3Y | +102.7% | +131.6% | -28.8% | +30.4% |
| All | +102.7% | +134.1% | -31.4% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling