+68.0%
FCX vs HTZ
-91.9%
+159.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -20.8% | +13.3% | -4.8% |
| 7D | -12.5% | -7.7% | -4.7% | -11.7% |
| 30D | -20.0% | -13.1% | -6.9% | -18.9% |
| 3M | -16.4% | +14.7% | -31.1% | -19.7% |
| 6M | +0.8% | -70.6% | +71.4% | +14.4% |
| YTD | +15.1% | -65.2% | +80.2% | +26.5% |
| 1Y | +45.3% | -73.2% | +118.5% | +64.8% |
| 3Y | +70.9% | -80.8% | +151.7% | +89.6% |
| 5Y | +67.5% | -94.8% | +162.3% | +129.7% |
| All | +68.0% | -91.9% | +159.8% | +126.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling