+115.0%
FCX vs HL
+232.7%
-117.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.0% | -2.6% | -4.9% |
| 7D | -1.9% | -5.6% | +3.8% | +0.5% |
| 30D | +3.4% | +12.7% | -9.3% | -2.2% |
| 3M | +15.0% | +42.5% | -27.5% | -1.5% |
| 6M | +14.6% | -9.0% | +23.7% | +17.2% |
| YTD | +41.2% | +4.4% | +36.8% | +33.2% |
| 1Y | +60.4% | +82.7% | -22.3% | +17.1% |
| 3Y | +88.4% | +406.3% | -317.9% | -20.3% |
| 5Y | +115.0% | +238.2% | -123.1% | +7.6% |
| All | +115.0% | +232.7% | -117.6% | +7.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HL.
Daily Out/Under-Performance
Portfolio return minus HL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HL 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 HL 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