+164.3%
FCX vs HUBS
+578.5%
-414.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.9% | -3.7% | -5.8% |
| 7D | -1.9% | -12.4% | +10.5% | +1.6% |
| 30D | +3.4% | +1.4% | +2.0% | +2.0% |
| 3M | +15.0% | +16.0% | -1.0% | +6.6% |
| 6M | +14.6% | -17.0% | +31.6% | +13.0% |
| YTD | +41.2% | -44.3% | +85.5% | +54.1% |
| 1Y | +60.4% | -54.3% | +114.7% | +84.5% |
| 3Y | +88.4% | -58.4% | +146.8% | +115.9% |
| 5Y | +115.0% | -66.7% | +181.7% | +137.7% |
| 10Y | +669.9% | +315.9% | +354.0% | +204.8% |
| All | +164.3% | +578.5% | -414.2% | -10.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling