+47.5%
FCX vs HAS
+58.1%
-10.6%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -0.3% | +1.4% | -1.7% | -0.5% |
| 30D | -14.7% | +26.3% | -41.0% | -17.6% |
| 3M | -11.2% | +25.6% | -36.8% | -14.0% |
| 6M | -11.4% | +30.3% | -41.6% | -16.3% |
| YTD | +17.7% | +50.4% | -32.6% | +4.7% |
| 1Y | +47.5% | +57.7% | -10.2% | +27.3% |
| All | +47.5% | +58.1% | -10.6% | +27.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling