+485.6%
FCX vs HAS
+101.4%
+384.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.2% | +2.9% |
| 7D | -4.9% | -0.2% | -4.7% | -4.8% |
| 30D | -17.1% | +31.0% | -48.2% | -28.1% |
| 3M | -12.7% | +30.7% | -43.3% | -24.4% |
| 6M | -2.0% | +23.9% | -25.9% | -13.8% |
| YTD | +18.1% | +48.3% | -30.2% | -6.5% |
| 1Y | +55.2% | +60.2% | -5.1% | +17.9% |
| 3Y | +74.3% | +189.2% | -114.9% | -6.0% |
| 5Y | +71.9% | +50.4% | +21.5% | +28.5% |
| All | +485.6% | +101.4% | +384.3% | +238.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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