+813.3%
FCX vs HST
+738.5%
+74.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.7% | +2.6% |
| 7D | -4.9% | -2.7% | -2.2% | -3.6% |
| 30D | -17.1% | +10.7% | -27.8% | -20.8% |
| 3M | -12.7% | +6.3% | -18.9% | -15.0% |
| 6M | -2.0% | +19.0% | -20.9% | -9.5% |
| YTD | +18.1% | +47.0% | -29.0% | -0.9% |
| 1Y | +55.2% | +53.4% | +1.7% | +27.6% |
| 3Y | +74.3% | +78.0% | -3.7% | +33.1% |
| 5Y | +71.9% | +71.7% | +0.2% | +31.9% |
| 10Y | +498.4% | +146.2% | +352.2% | +282.2% |
| All | +813.3% | +738.5% | +74.8% | +292.4% |
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