+55.4%
FCX vs THC
+258.4%
-203.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -0.3% | +1.0% | -1.3% | -0.5% |
| 30D | -14.7% | +5.3% | -20.0% | -15.9% |
| 3M | -11.2% | +7.1% | -18.3% | -12.9% |
| 6M | -11.4% | +46.0% | -57.4% | -20.9% |
| YTD | +17.7% | +43.9% | -26.2% | +4.8% |
| 1Y | +47.5% | +45.4% | +2.0% | +30.6% |
| 3Y | +83.9% | +421.3% | -337.4% | +5.0% |
| All | +55.4% | +258.4% | -203.0% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling