+203.0%
FCX vs XHB
+170.3%
+32.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.7% | -1.0% | -1.4% |
| 7D | +4.4% | -2.4% | +6.8% | +6.4% |
| 30D | -16.3% | +7.1% | -23.4% | -21.1% |
| 3M | -12.5% | -6.0% | -6.5% | -8.9% |
| 6M | -8.0% | +2.1% | -10.1% | -10.6% |
| YTD | +20.1% | -0.6% | +20.7% | +18.7% |
| 1Y | +45.9% | -3.3% | +49.2% | +47.0% |
| 3Y | +86.2% | +34.1% | +52.1% | +41.3% |
| 5Y | +57.1% | +28.6% | +28.5% | +19.9% |
| 10Y | +382.5% | +235.0% | +147.5% | +82.4% |
| All | +203.0% | +170.3% | +32.7% | +15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling