+511.5%
FCX vs HIMS
+101.7%
+409.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.5% | -1.9% |
| 7D | +4.4% | -18.0% | +22.4% | +6.9% |
| 30D | -16.3% | -33.6% | +17.2% | -11.8% |
| 3M | -12.5% | -34.2% | +21.7% | -7.9% |
| 6M | -8.0% | -21.2% | +13.1% | -6.6% |
| YTD | +20.1% | -39.2% | +59.4% | +23.5% |
| 1Y | +45.9% | -49.4% | +95.4% | +53.7% |
| 3Y | +86.2% | +189.7% | -103.5% | +23.9% |
| 5Y | +57.1% | +166.6% | -109.5% | -1.6% |
| All | +511.5% | +101.7% | +409.8% | +148.4% |
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