+479.1%
FCX vs USHY
+50.7%
+428.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.4% | +5.4% |
| 7D | +5.7% | 0.0% | +5.7% | +5.6% |
| 30D | +10.1% | 0.0% | +10.1% | +10.2% |
| 3M | +20.2% | +1.2% | +19.0% | +16.8% |
| 6M | +29.7% | +2.6% | +27.1% | +22.2% |
| YTD | +51.9% | +2.4% | +49.5% | +44.2% |
| 1Y | +66.0% | +4.2% | +61.7% | +50.8% |
| 3Y | +102.7% | +28.0% | +74.7% | +11.5% |
| 5Y | +138.9% | +21.8% | +117.1% | +55.6% |
| All | +479.1% | +50.7% | +428.4% | +140.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling