+437.2%
FCX vs USHY
+49.7%
+387.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.3% |
| 7D | -2.3% | -0.7% | -1.6% | -0.3% |
| 30D | +2.7% | -0.7% | +3.3% | +4.7% |
| 3M | +7.4% | +0.1% | +7.3% | +7.5% |
| 6M | +16.0% | +1.8% | +14.2% | +11.9% |
| YTD | +40.9% | +1.8% | +39.2% | +36.3% |
| 1Y | +56.4% | +3.3% | +53.1% | +45.8% |
| 3Y | +84.2% | +27.0% | +57.2% | +3.7% |
| 5Y | +114.6% | +21.0% | +93.6% | +42.4% |
| All | +437.2% | +49.7% | +387.5% | +126.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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