+75.6%
FCX vs HAL
+72.7%
+2.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.6% |
| 7D | +3.1% | -1.3% | +4.4% | +3.2% |
| 30D | +8.1% | +10.9% | -2.8% | +7.2% |
| 3M | +18.9% | -5.8% | +24.8% | +20.0% |
| 6M | +26.6% | +8.1% | +18.5% | +24.0% |
| YTD | +51.2% | +33.2% | +18.0% | +44.3% |
| 1Y | +75.6% | +74.2% | +1.4% | +69.6% |
| All | +75.6% | +72.7% | +2.8% | +69.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling