+499.3%
FCX vs HIMS
+101.7%
+397.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -0.3% | -24.1% | +23.8% | +3.3% |
| 30D | -14.7% | -28.8% | +14.1% | -11.0% |
| 3M | -11.2% | -31.4% | +20.3% | -7.0% |
| 6M | -11.4% | -18.3% | +6.9% | -10.4% |
| YTD | +17.7% | -39.2% | +57.0% | +21.1% |
| 1Y | +47.5% | -45.3% | +92.8% | +53.6% |
| 3Y | +83.9% | +181.9% | -98.0% | +23.0% |
| 5Y | +54.0% | +166.6% | -112.7% | -3.6% |
| All | +499.3% | +101.7% | +397.5% | +143.4% |
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