+97.6%
FCX vs HCA
+57.7%
+39.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.4% | -1.1% |
| 7D | +3.1% | +4.9% | -1.8% | +2.5% |
| 30D | +8.1% | +1.9% | +6.2% | +7.8% |
| 3M | +18.9% | +12.7% | +6.2% | +16.8% |
| 6M | +26.6% | -22.3% | +49.0% | +32.4% |
| YTD | +51.2% | -9.3% | +60.5% | +53.9% |
| 1Y | +75.6% | +2.7% | +72.8% | +73.8% |
| All | +97.6% | +57.7% | +39.9% | +63.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling