+115.8%
FCX vs HLT
+142.1%
-26.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -2.3% | -1.6% | -0.7% | -1.3% |
| 30D | +2.7% | -5.0% | +7.7% | +6.1% |
| 3M | +7.4% | -10.4% | +17.8% | +15.2% |
| 6M | +16.0% | +3.2% | +12.8% | +12.7% |
| YTD | +40.9% | +6.7% | +34.2% | +33.1% |
| 1Y | +56.4% | +10.3% | +46.2% | +43.7% |
| 3Y | +84.2% | +99.3% | -15.1% | +9.4% |
| All | +115.8% | +142.1% | -26.3% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HLT.
Daily Out/Under-Performance
Portfolio return minus HLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HLT 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 HLT 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