+114.3%
FCX vs HUT
+71.6%
+42.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.2% | -6.0% | -0.7% |
| 7D | -4.9% | +17.8% | -22.7% | -7.4% |
| 30D | +4.8% | +0.8% | +4.0% | +4.2% |
| 3M | +4.6% | -26.8% | +31.4% | +8.0% |
| 6M | +10.8% | +72.6% | -61.7% | -0.8% |
| YTD | +44.2% | +103.6% | -59.4% | +25.0% |
| 1Y | +59.6% | +265.3% | -205.7% | +23.8% |
| 3Y | +82.2% | +689.4% | -607.2% | +10.2% |
| All | +114.3% | +71.6% | +42.7% | +46.4% |
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