+110.5%
FCX vs HTZ
-89.5%
+200.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | -4.9% | +7.5% | -12.3% | -5.8% |
| 30D | +4.8% | +47.4% | -42.6% | -1.8% |
| 3M | +4.6% | -54.9% | +59.5% | +13.0% |
| 6M | +10.8% | -47.0% | +57.8% | +16.5% |
| YTD | +44.2% | -55.3% | +99.5% | +54.5% |
| 1Y | +59.6% | -57.6% | +117.2% | +69.1% |
| 3Y | +82.2% | -86.6% | +168.9% | +128.1% |
| 5Y | +115.6% | -86.1% | +201.7% | +156.5% |
| All | +110.5% | -89.5% | +200.1% | +176.1% |
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