+138.9%
FCX vs HAL
+101.7%
+37.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.7% | +6.1% | +5.7% |
| 7D | +5.7% | +0.5% | +5.3% | +5.5% |
| 30D | +10.1% | +15.9% | -5.9% | +2.1% |
| 3M | +20.2% | -8.7% | +28.9% | +24.4% |
| 6M | +29.7% | +9.0% | +20.6% | +21.1% |
| YTD | +51.9% | +32.0% | +19.9% | +27.8% |
| 1Y | +66.0% | +72.5% | -6.5% | +19.0% |
| 3Y | +102.7% | -4.5% | +107.3% | +95.1% |
| 5Y | +138.9% | +109.7% | +29.2% | +29.7% |
| All | +138.9% | +101.7% | +37.2% | +29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling