+115.8%
FCX vs HUBS
-66.4%
+182.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.3% |
| 7D | -2.3% | -9.0% | +6.7% | -0.9% |
| 30D | +2.7% | +7.2% | -4.6% | +1.0% |
| 3M | +7.4% | +20.9% | -13.5% | +2.0% |
| 6M | +16.0% | -13.0% | +29.1% | +14.9% |
| YTD | +40.9% | -43.8% | +84.8% | +52.5% |
| 1Y | +56.4% | -54.6% | +111.1% | +77.1% |
| 3Y | +84.2% | -58.5% | +142.7% | +108.6% |
| All | +115.8% | -66.4% | +182.2% | +132.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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