+858.0%
FCX vs FHN
+405.3%
+452.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.1% | +2.8% | +4.1% |
| 7D | -1.0% | -0.5% | -0.6% | -0.8% |
| 30D | -15.2% | +1.9% | -17.2% | -15.8% |
| 3M | -10.3% | -6.9% | -3.3% | -8.1% |
| 6M | +1.6% | -3.1% | +4.6% | +2.3% |
| YTD | +23.9% | +0.6% | +23.3% | +23.1% |
| 1Y | +58.0% | +12.4% | +45.7% | +51.0% |
| 3Y | +94.6% | +133.7% | -39.1% | +40.6% |
| 5Y | +70.4% | +61.4% | +9.0% | +31.1% |
| 10Y | +430.7% | +97.9% | +332.8% | +272.0% |
| All | +858.0% | +405.3% | +452.8% | +410.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling