+395.9%
FCX vs HAL
-17.4%
+413.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.4% | -0.4% | +1.2% |
| 7D | -0.8% | -0.2% | -0.6% | -0.6% |
| 30D | -15.1% | +1.0% | -16.1% | -15.7% |
| 3M | -9.6% | -2.1% | -7.5% | -9.2% |
| 6M | -3.1% | -17.5% | +14.4% | +5.6% |
| YTD | +23.4% | +18.1% | +5.3% | +8.5% |
| 1Y | +52.7% | +19.7% | +32.9% | +32.9% |
| 3Y | +91.4% | -7.9% | +99.3% | +85.4% |
| 5Y | +62.7% | +53.1% | +9.7% | +11.3% |
| 10Y | +395.9% | -16.8% | +412.6% | +298.2% |
| All | +395.9% | -17.4% | +413.2% | +298.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 HAL 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