+661.8%
FCX vs HAS
+56.8%
+605.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -4.9% | -1.8% | -3.1% | -4.0% |
| 30D | +4.8% | +2.3% | +2.5% | +3.5% |
| 3M | +4.6% | +10.4% | -5.7% | -1.0% |
| 6M | +10.8% | -3.2% | +14.1% | +10.7% |
| YTD | +44.2% | +15.4% | +28.8% | +30.7% |
| 1Y | +59.6% | +18.8% | +40.8% | +42.2% |
| 3Y | +82.2% | +43.9% | +38.3% | +41.9% |
| 5Y | +115.6% | +13.9% | +101.7% | +87.0% |
| All | +661.8% | +56.8% | +605.0% | +449.0% |
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