+115.0%
FCX vs USHY
+20.9%
+94.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.5% | -6.1% | -5.3% |
| 7D | -1.9% | -0.7% | -1.1% | +0.2% |
| 30D | +3.4% | -0.5% | +3.9% | +5.0% |
| 3M | +15.0% | +0.5% | +14.5% | +13.9% |
| 6M | +14.6% | +1.5% | +13.1% | +11.6% |
| YTD | +41.2% | +1.7% | +39.5% | +36.9% |
| 1Y | +60.4% | +3.5% | +56.8% | +49.3% |
| 3Y | +88.4% | +27.2% | +61.3% | +14.3% |
| 5Y | +115.0% | +21.0% | +94.1% | +60.7% |
| All | +115.0% | +20.9% | +94.1% | +60.7% |
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