+84.6%
FCX vs HUM
-11.4%
+95.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.6% |
| 7D | -1.9% | -1.4% | -0.4% | -1.8% |
| 30D | +3.4% | +7.5% | -4.1% | +3.0% |
| 3M | +15.0% | +10.2% | +4.8% | +14.4% |
| 6M | +14.6% | +132.5% | -117.9% | +10.1% |
| YTD | +41.2% | +57.6% | -16.4% | +37.4% |
| 1Y | +60.4% | +48.6% | +11.8% | +56.1% |
| All | +84.6% | -11.4% | +95.9% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 3y: compounded portfolio wealth divided by compounded HUM 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…
3y analysis · Full analysis span regression · 6 months rolling