+0.8%
FCX vs HTZ
-69.0%
+69.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -20.8% | +13.3% | -5.1% |
| 7D | -12.5% | -7.7% | -4.7% | -11.6% |
| 30D | -20.0% | -13.1% | -6.9% | -18.9% |
| 3M | -16.4% | +14.7% | -31.1% | -19.2% |
| 6M | +0.8% | -70.6% | +71.4% | +24.9% |
| All | +0.8% | -69.0% | +69.8% | +24.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling