+62.7%
FCX vs HIMS
+143.4%
-80.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.8% | -5.8% | +1.8% |
| 7D | -0.8% | -21.9% | +21.2% | +2.2% |
| 30D | -15.1% | -32.1% | +17.0% | -11.0% |
| 3M | -9.6% | -31.8% | +22.2% | -5.6% |
| 6M | -3.1% | -28.6% | +25.5% | -0.5% |
| YTD | +23.4% | -35.9% | +59.4% | +26.0% |
| 1Y | +52.7% | -47.6% | +100.3% | +59.7% |
| 3Y | +91.4% | +205.6% | -114.2% | +28.0% |
| 5Y | +62.7% | +170.3% | -107.5% | -3.3% |
| All | +62.7% | +143.4% | -80.6% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling