+60.3%
FCX vs HCA
+11.2%
+49.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +10.3% | -9.0% | +0.9% |
| 7D | -6.0% | +10.2% | -16.3% | -6.4% |
| 30D | -13.6% | +17.4% | -31.0% | -14.2% |
| 3M | -6.8% | +27.7% | -34.5% | -7.7% |
| 6M | +13.2% | +20.0% | -6.8% | +14.7% |
| YTD | +24.4% | +10.0% | +14.4% | +29.0% |
| 1Y | +60.3% | +9.0% | +51.3% | +65.4% |
| All | +60.3% | +11.2% | +49.1% | +65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA 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 HCA 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