+612.2%
FCX vs HCA
+511.6%
+100.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -2.3% | +5.4% | -7.7% | -4.8% |
| 30D | +2.7% | +3.0% | -0.3% | +1.1% |
| 3M | +7.4% | +13.0% | -5.6% | 0.0% |
| 6M | +16.0% | -20.3% | +36.3% | +27.4% |
| YTD | +40.9% | -8.2% | +49.2% | +43.4% |
| 1Y | +56.4% | +6.7% | +49.7% | +46.1% |
| 3Y | +84.2% | +60.4% | +23.8% | +32.4% |
| 5Y | +114.6% | +73.4% | +41.2% | +41.6% |
| All | +612.2% | +511.6% | +100.6% | +165.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling