+119.1%
FCX vs HCA
+1,635.7%
-1,516.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.7% |
| 7D | +5.7% | -2.8% | +8.5% | +6.9% |
| 30D | +10.1% | -2.7% | +12.8% | +11.3% |
| 3M | +20.2% | +11.5% | +8.7% | +13.3% |
| 6M | +29.7% | -24.3% | +54.0% | +44.3% |
| YTD | +51.9% | -13.6% | +65.5% | +58.6% |
| 1Y | +66.0% | -3.2% | +69.2% | +63.1% |
| 3Y | +102.7% | +50.4% | +52.3% | +56.7% |
| 5Y | +138.9% | +64.8% | +74.1% | +71.3% |
| 10Y | +701.1% | +456.5% | +244.5% | +227.2% |
| All | +119.1% | +1,635.7% | -1,516.5% | -43.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling