+1,069.2%
FCX vs HUM
+2,487.3%
-1,418.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | +3.1% | -0.2% | +3.3% | +3.2% |
| 30D | +8.1% | +3.7% | +4.4% | +7.2% |
| 3M | +18.9% | +10.4% | +8.5% | +16.0% |
| 6M | +26.6% | +125.7% | -99.1% | +4.3% |
| YTD | +51.2% | +57.3% | -6.2% | +33.6% |
| 1Y | +75.6% | +48.6% | +26.9% | +56.3% |
| 3Y | +101.7% | -11.3% | +113.0% | +94.3% |
| 5Y | +134.6% | +0.8% | +133.8% | +115.7% |
| 10Y | +724.2% | +146.7% | +577.5% | +517.6% |
| All | +1,069.2% | +2,487.3% | -1,418.1% | +392.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling