+114.3%
FCX vs HST
+74.0%
+40.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.3% |
| 3M | +4.6% | -6.4% | +11.0% | +8.6% |
| 6M | +10.8% | +15.0% | -4.2% | +1.3% |
| YTD | +44.2% | +30.5% | +13.7% | +21.6% |
| 1Y | +59.6% | +35.7% | +23.9% | +30.6% |
| 3Y | +82.2% | +68.4% | +13.9% | +27.0% |
| All | +114.3% | +74.0% | +40.3% | +42.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling