+1,015.5%
FCX vs FHN
+431.9%
+583.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | +1.2% | -6.0% | -5.3% |
| 30D | +4.8% | -4.7% | +9.5% | +6.5% |
| 3M | +4.6% | +3.5% | +1.1% | +3.0% |
| 6M | +10.8% | +7.8% | +3.0% | +7.7% |
| YTD | +44.2% | +5.9% | +38.3% | +40.8% |
| 1Y | +59.6% | +12.5% | +47.1% | +51.7% |
| 3Y | +82.2% | +117.2% | -35.0% | +35.0% |
| 5Y | +115.6% | +86.5% | +29.1% | +57.6% |
| 10Y | +670.6% | +125.7% | +544.8% | +418.7% |
| All | +1,015.5% | +431.9% | +583.6% | +483.6% |
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