+373.5%
FCX vs HON
+154.5%
+219.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -0.3% | +1.4% | -1.7% | -1.6% |
| 30D | -14.7% | +7.5% | -22.2% | -20.4% |
| 3M | -11.2% | -4.3% | -6.8% | -7.8% |
| 6M | -11.4% | -1.5% | -9.8% | -11.9% |
| YTD | +17.7% | +10.5% | +7.2% | +4.5% |
| 1Y | +47.5% | +8.5% | +38.9% | +33.0% |
| 3Y | +83.9% | +28.0% | +55.8% | +32.8% |
| 5Y | +54.0% | +12.0% | +41.9% | +27.4% |
| All | +373.5% | +154.5% | +219.0% | +90.8% |
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