+612.2%
FCX vs HON
+136.9%
+475.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.3% | -3.5% | +1.2% | +1.1% |
| 30D | +2.7% | -13.8% | +16.4% | +17.7% |
| 3M | +7.4% | -11.7% | +19.1% | +19.0% |
| 6M | +16.0% | -18.7% | +34.8% | +39.6% |
| YTD | +40.9% | +0.2% | +40.7% | +37.6% |
| 1Y | +56.4% | -3.1% | +59.5% | +56.7% |
| 3Y | +84.2% | +17.0% | +67.2% | +45.2% |
| 5Y | +114.6% | +2.0% | +112.6% | +94.4% |
| All | +612.2% | +136.9% | +475.2% | +203.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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