+373.5%
FCX vs XHB
+237.3%
+136.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.6% |
| 7D | -0.3% | -0.2% | -0.1% | -0.1% |
| 30D | -14.7% | +9.9% | -24.7% | -22.0% |
| 3M | -11.2% | -6.3% | -4.9% | -6.8% |
| 6M | -11.4% | +3.8% | -15.2% | -15.7% |
| YTD | +17.7% | +0.1% | +17.6% | +14.9% |
| 1Y | +47.5% | -0.8% | +48.3% | +44.7% |
| 3Y | +83.9% | +35.6% | +48.3% | +28.4% |
| 5Y | +54.0% | +29.6% | +24.4% | +8.9% |
| All | +373.5% | +237.3% | +136.2% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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