+612.2%
FCX vs HUBB
+446.9%
+165.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -1.6% |
| 7D | -2.3% | -0.1% | -2.2% | -2.2% |
| 30D | +2.7% | -10.0% | +12.6% | +11.4% |
| 3M | +7.4% | -1.6% | +9.0% | +7.7% |
| 6M | +16.0% | -3.1% | +19.1% | +16.6% |
| YTD | +40.9% | +4.6% | +36.3% | +32.9% |
| 1Y | +56.4% | +3.3% | +53.1% | +48.8% |
| 3Y | +84.2% | +46.6% | +37.6% | +21.4% |
| 5Y | +114.6% | +158.7% | -44.1% | -23.0% |
| All | +612.2% | +446.9% | +165.3% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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