+1,015.5%
FCX vs HL
+110.0%
+905.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +1.0% |
| 7D | -4.9% | +1.5% | -6.3% | -5.4% |
| 30D | +4.8% | +25.1% | -20.2% | -2.7% |
| 3M | +4.6% | +22.9% | -18.3% | -2.3% |
| 6M | +10.8% | -4.9% | +15.7% | +12.0% |
| YTD | +44.2% | +7.8% | +36.4% | +37.8% |
| 1Y | +59.6% | +133.9% | -74.3% | +17.2% |
| 3Y | +82.2% | +380.9% | -298.7% | +1.4% |
| 5Y | +115.6% | +230.2% | -114.6% | +30.0% |
| 10Y | +670.6% | +265.6% | +405.0% | +261.3% |
| All | +1,015.5% | +110.0% | +905.4% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling