+55.2%
FCX vs HTZ
-75.3%
+130.5%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -8.4% | +11.0% | +3.8% |
| 7D | -4.9% | -14.6% | +9.7% | -2.9% |
| 30D | -17.1% | -20.8% | +3.6% | -14.7% |
| 3M | -12.7% | -18.8% | +6.2% | -11.5% |
| 6M | -2.0% | -74.7% | +72.7% | +22.0% |
| YTD | +18.1% | -68.1% | +86.2% | +37.1% |
| 1Y | +55.2% | -73.5% | +128.7% | +87.6% |
| All | +55.2% | -75.3% | +130.5% | +87.6% |
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