+55.4%
FCX vs USHY
+19.5%
+35.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.7% |
| 7D | -0.3% | -0.4% | +0.1% | +0.9% |
| 30D | -14.7% | +0.6% | -15.3% | -15.9% |
| 3M | -11.2% | -2.0% | -9.2% | -5.9% |
| 6M | -11.4% | -0.5% | -10.9% | -9.3% |
| YTD | +17.7% | +0.6% | +17.1% | +17.9% |
| 1Y | +47.5% | +2.1% | +45.4% | +42.5% |
| 3Y | +83.9% | +25.3% | +58.6% | +16.1% |
| All | +55.4% | +19.5% | +35.8% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling