+383.2%
FCX vs THC
+1,818.8%
-1,435.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.1% | -0.6% | -2.1% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | -16.3% | +7.5% | -23.8% | -18.1% |
| 3M | -12.5% | +7.5% | -20.0% | -14.5% |
| 6M | -8.0% | +46.4% | -54.5% | -18.7% |
| YTD | +20.1% | +44.4% | -24.2% | +5.9% |
| 1Y | +45.9% | +43.4% | +2.5% | +28.6% |
| 3Y | +86.2% | +433.3% | -347.0% | +7.6% |
| 5Y | +57.1% | +262.5% | -205.4% | -3.1% |
| All | +383.2% | +1,818.8% | -1,435.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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