+70.4%
FCX vs HTZ
-95.0%
+165.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.6% | +5.5% | +5.0% |
| 7D | -1.0% | -16.4% | +15.4% | +1.1% |
| 30D | -15.2% | -15.1% | -0.1% | -13.8% |
| 3M | -10.3% | -28.2% | +17.9% | -7.6% |
| 6M | +1.6% | -73.1% | +74.6% | +16.9% |
| YTD | +23.9% | -68.3% | +92.2% | +38.2% |
| 1Y | +58.0% | -75.2% | +133.3% | +81.7% |
| 3Y | +94.6% | -81.1% | +175.7% | +118.5% |
| 5Y | +70.4% | -95.0% | +165.4% | +162.0% |
| All | +70.4% | -95.0% | +165.4% | +162.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling