+60.3%
FCX vs HTZ
-60.6%
+120.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +9.2% | -7.8% | +0.1% |
| 7D | -6.0% | +18.9% | -25.0% | -8.3% |
| 30D | -13.6% | +26.3% | -39.8% | -16.9% |
| 3M | -6.8% | +49.7% | -56.5% | -14.8% |
| 6M | +13.2% | -61.1% | +74.3% | +31.8% |
| YTD | +24.4% | -56.0% | +80.4% | +38.3% |
| 1Y | +60.3% | -66.4% | +126.7% | +92.5% |
| All | +60.3% | -60.6% | +120.9% | +92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 1y: compounded portfolio wealth divided by compounded HTZ 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…
1y analysis · Full analysis span regression · 6 months rolling