+134.6%
FCX vs HIMS
+232.5%
-97.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.4% |
| 7D | +3.1% | -2.7% | +5.8% | +3.5% |
| 30D | +8.1% | -12.2% | +20.3% | +9.8% |
| 3M | +18.9% | -3.7% | +22.7% | +18.3% |
| 6M | +26.6% | +25.9% | +0.7% | +20.4% |
| YTD | +51.2% | -14.1% | +65.2% | +49.2% |
| 1Y | +75.6% | -41.6% | +117.2% | +80.8% |
| 3Y | +101.7% | +327.3% | -225.5% | +27.6% |
| 5Y | +134.6% | +207.9% | -73.3% | +47.7% |
| All | +134.6% | +232.5% | -97.9% | +47.7% |
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