+612.2%
FCX vs XHB
+215.4%
+396.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.6% |
| 7D | -2.3% | -4.6% | +2.4% | +1.8% |
| 30D | +2.7% | -9.1% | +11.8% | +11.5% |
| 3M | +7.4% | -8.6% | +15.9% | +15.0% |
| 6M | +16.0% | -4.0% | +20.0% | +19.1% |
| YTD | +40.9% | -3.9% | +44.9% | +43.7% |
| 1Y | +56.4% | -16.5% | +72.9% | +79.8% |
| 3Y | +84.2% | +22.6% | +61.6% | +41.7% |
| 5Y | +114.6% | +33.9% | +80.7% | +46.4% |
| All | +612.2% | +215.4% | +396.8% | +96.2% |
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