+84.6%
FCX vs USHY
+27.0%
+57.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -4.5% |
| 7D | -1.9% | -0.7% | -1.1% | +1.3% |
| 30D | +3.4% | -0.5% | +3.9% | +6.0% |
| 3M | +15.0% | +0.5% | +14.5% | +13.2% |
| 6M | +14.6% | +1.5% | +13.1% | +9.6% |
| YTD | +41.2% | +1.7% | +39.5% | +34.2% |
| 1Y | +60.4% | +3.5% | +56.8% | +43.1% |
| All | +84.6% | +27.0% | +57.6% | -2.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling