+72.4%
FCX vs HTZ
-92.5%
+164.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.4% | +11.0% | +3.7% |
| 7D | -4.9% | -14.6% | +9.7% | -3.1% |
| 30D | -17.1% | -20.8% | +3.6% | -15.0% |
| 3M | -12.7% | -18.8% | +6.2% | -11.6% |
| 6M | -2.0% | -74.7% | +72.7% | +13.3% |
| YTD | +18.1% | -68.1% | +86.2% | +31.2% |
| 1Y | +55.2% | -73.5% | +128.7% | +76.1% |
| 3Y | +74.3% | -81.8% | +156.1% | +93.9% |
| 5Y | +71.9% | -95.2% | +167.1% | +138.2% |
| All | +72.4% | -92.5% | +164.9% | +134.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling