+1,015.5%
FCX vs HST
+644.3%
+371.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | 0.0% | +0.1% |
| 7D | -4.9% | -1.0% | -3.8% | -4.4% |
| 30D | +4.8% | -12.3% | +17.1% | +11.0% |
| 3M | +4.6% | -6.4% | +11.0% | +7.6% |
| 6M | +10.8% | +15.0% | -4.2% | +4.0% |
| YTD | +44.2% | +30.5% | +13.7% | +27.6% |
| 1Y | +59.6% | +35.7% | +23.9% | +38.2% |
| 3Y | +82.2% | +68.4% | +13.9% | +42.6% |
| 5Y | +115.6% | +73.1% | +42.5% | +65.1% |
| 10Y | +670.6% | +92.7% | +577.8% | +446.0% |
| All | +1,015.5% | +644.3% | +371.2% | +405.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling