+134.6%
FCX vs XHB
+34.8%
+99.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.5% |
| 7D | +3.1% | -1.9% | +5.0% | +4.3% |
| 30D | +8.1% | -8.3% | +16.4% | +14.5% |
| 3M | +18.9% | -7.1% | +26.1% | +24.4% |
| 6M | +26.6% | -5.3% | +31.9% | +30.5% |
| YTD | +51.2% | -3.2% | +54.4% | +53.0% |
| 1Y | +75.6% | -13.9% | +89.4% | +92.1% |
| 3Y | +101.7% | +24.9% | +76.8% | +64.9% |
| 5Y | +134.6% | +34.5% | +100.1% | +71.5% |
| All | +134.6% | +34.8% | +99.8% | +71.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling