+61.5%
FCX vs HUT
-31.8%
+93.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +14.6% | -12.0% | +0.3% |
| 7D | -4.9% | -11.4% | +6.5% | -4.1% |
| 30D | -17.1% | -41.0% | +23.9% | -11.0% |
| 3M | -12.7% | -41.9% | +29.3% | -6.7% |
| 6M | -2.0% | -51.7% | +49.7% | +6.4% |
| YTD | +18.1% | +14.6% | +3.5% | +10.4% |
| 1Y | +55.2% | +21.4% | +33.8% | +42.1% |
| 3Y | +74.3% | +359.8% | -285.5% | +13.5% |
| All | +61.5% | -31.8% | +93.2% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling