+1,075.1%
FCX vs HBAN
+292.8%
+782.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.8% |
| 7D | +5.7% | +2.1% | +3.7% | +5.1% |
| 30D | +10.1% | -4.5% | +14.6% | +11.5% |
| 3M | +20.2% | +2.6% | +17.6% | +19.1% |
| 6M | +29.7% | +4.7% | +24.9% | +27.8% |
| YTD | +51.9% | -1.5% | +53.5% | +52.0% |
| 1Y | +66.0% | -1.9% | +67.9% | +66.0% |
| 3Y | +102.7% | +75.2% | +27.5% | +71.8% |
| 5Y | +138.9% | +37.2% | +101.7% | +116.1% |
| 10Y | +701.1% | +156.6% | +544.5% | +527.8% |
| All | +1,075.1% | +292.8% | +782.3% | +754.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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