+115.0%
FCX vs HCA
+69.0%
+46.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.1% | -6.4% | -6.5% |
| 7D | -1.9% | +2.9% | -4.8% | -2.7% |
| 30D | +3.4% | +2.4% | +1.0% | +2.6% |
| 3M | +15.0% | +13.0% | +1.9% | +10.2% |
| 6M | +14.6% | -21.4% | +36.0% | +23.1% |
| YTD | +41.2% | -9.5% | +50.7% | +44.2% |
| 1Y | +60.4% | +7.5% | +52.8% | +53.2% |
| 3Y | +88.4% | +57.6% | +30.8% | +49.1% |
| 5Y | +115.0% | +71.1% | +43.9% | +57.6% |
| All | +115.0% | +69.0% | +46.0% | +57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling