+1,015.5%
FCX vs HUBB
+3,637.0%
-2,621.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.1% |
| 7D | -4.9% | +0.5% | -5.4% | -5.2% |
| 30D | +4.8% | -10.0% | +14.8% | +12.7% |
| 3M | +4.6% | -4.8% | +9.4% | +7.7% |
| 6M | +10.8% | -5.6% | +16.4% | +13.7% |
| YTD | +44.2% | +4.7% | +39.6% | +37.3% |
| 1Y | +59.6% | +6.7% | +52.9% | +49.8% |
| 3Y | +82.2% | +45.8% | +36.5% | +29.7% |
| 5Y | +115.6% | +145.9% | -30.3% | +0.2% |
| 10Y | +670.6% | +418.6% | +252.0% | +118.0% |
| All | +1,015.5% | +3,637.0% | -2,621.5% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling