+163.8%
FCX vs HLT
+643.8%
-480.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.2% |
| 7D | +3.1% | -1.5% | +4.6% | +4.1% |
| 30D | +8.1% | -1.2% | +9.4% | +8.8% |
| 3M | +18.9% | -10.3% | +29.3% | +29.0% |
| 6M | +26.6% | +1.3% | +25.3% | +24.2% |
| YTD | +51.2% | +7.0% | +44.1% | +41.1% |
| 1Y | +75.6% | +11.9% | +63.7% | +57.1% |
| 3Y | +101.7% | +100.7% | +1.1% | +10.0% |
| 5Y | +134.6% | +147.5% | -12.9% | +3.5% |
| 10Y | +724.2% | +586.5% | +137.6% | +37.6% |
| All | +163.8% | +643.8% | -480.0% | -55.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling