+405.9%
FCX vs HST
+138.5%
+267.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | -4.9% | -2.7% | -2.2% | -3.2% |
| 30D | -17.1% | +10.7% | -27.8% | -22.0% |
| 3M | -12.7% | +6.3% | -18.9% | -15.9% |
| 6M | -2.0% | +19.0% | -20.9% | -12.1% |
| YTD | +18.1% | +47.0% | -29.0% | -7.0% |
| 1Y | +55.2% | +53.4% | +1.7% | +18.9% |
| 3Y | +74.3% | +78.0% | -3.7% | +19.7% |
| 5Y | +71.9% | +71.7% | +0.2% | +17.3% |
| All | +405.9% | +138.5% | +267.4% | +206.1% |
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