+376.1%
FCX vs HUT
+455.5%
-79.4%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +6.4% | -1.0% | +4.6% |
| 7D | +5.7% | +28.3% | -22.5% | +2.4% |
| 30D | +10.1% | +12.3% | -2.2% | +8.1% |
| 3M | +20.2% | -16.8% | +37.0% | +21.4% |
| 6M | +29.7% | +111.4% | -81.7% | +16.2% |
| YTD | +51.9% | +116.6% | -64.6% | +35.0% |
| 1Y | +66.0% | +290.5% | -224.5% | +35.0% |
| 3Y | +102.7% | +792.3% | -689.5% | +35.9% |
| 5Y | +138.9% | +94.1% | +44.7% | +69.2% |
| All | +376.1% | +455.5% | -79.4% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HUT.
Daily Out/Under-Performance
Portfolio return minus HUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUT 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 10y: compounded portfolio wealth divided by compounded HUT 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…
10y analysis · Full analysis span regression · 6 months rolling