+102.7%
FCX vs HAL
-4.2%
+106.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.6% |
| 7D | +5.7% | +0.5% | +5.3% | +5.5% |
| 30D | +10.1% | +15.9% | -5.9% | +3.6% |
| 3M | +20.2% | -8.7% | +28.9% | +24.1% |
| 6M | +29.7% | +9.0% | +20.6% | +22.3% |
| YTD | +51.9% | +32.0% | +19.9% | +30.4% |
| 1Y | +66.0% | +72.5% | -6.5% | +23.0% |
| 3Y | +102.7% | -4.5% | +107.3% | +93.8% |
| All | +102.7% | -4.2% | +106.9% | +93.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling