+661.8%
FCX vs HST
+97.2%
+564.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | -4.9% | -1.0% | -3.8% | -4.2% |
| 30D | +4.8% | -12.3% | +17.1% | +13.2% |
| 3M | +4.6% | -6.4% | +11.0% | +8.6% |
| 6M | +10.8% | +15.0% | -4.2% | +1.5% |
| YTD | +44.2% | +30.5% | +13.7% | +22.0% |
| 1Y | +59.6% | +35.7% | +23.9% | +31.0% |
| 3Y | +82.2% | +68.4% | +13.9% | +29.0% |
| 5Y | +115.6% | +73.1% | +42.5% | +46.1% |
| All | +661.8% | +97.2% | +564.7% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST 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 10y: compounded portfolio wealth divided by compounded HST 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…
10y analysis · Full analysis span regression · 6 months rolling