+617.4%
FCX vs HIMS
+181.3%
+436.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | +2.7% | -8.2% | +10.9% | +3.8% |
| 3M | +7.4% | -4.7% | +12.1% | +7.0% |
| 6M | +16.0% | +6.3% | +9.7% | +12.7% |
| YTD | +40.9% | -15.3% | +56.2% | +39.2% |
| 1Y | +56.4% | -46.9% | +103.3% | +63.5% |
| 3Y | +84.2% | +321.3% | -237.1% | +16.3% |
| 5Y | +114.6% | +215.8% | -101.2% | +32.6% |
| All | +617.4% | +181.3% | +436.1% | +179.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HIMS.
Daily Out/Under-Performance
Portfolio return minus HIMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIMS 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 HIMS 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