+1,015.5%
FCX vs HAL
+597.8%
+417.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.5% |
| 7D | -4.9% | +2.9% | -7.8% | -6.3% |
| 30D | +4.8% | +17.0% | -12.2% | -3.6% |
| 3M | +4.6% | -9.7% | +14.3% | +8.9% |
| 6M | +10.8% | +8.6% | +2.2% | +3.9% |
| YTD | +44.2% | +33.0% | +11.2% | +21.3% |
| 1Y | +59.6% | +68.3% | -8.8% | +17.2% |
| 3Y | +82.2% | +0.1% | +82.1% | +70.1% |
| 5Y | +115.6% | +102.6% | +13.0% | +35.1% |
| 10Y | +670.6% | +3.8% | +666.7% | +480.1% |
| All | +1,015.5% | +597.8% | +417.6% | +430.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling