+56.4%
FCX vs HON
-1.5%
+57.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | -2.3% | -3.5% | +1.2% | -0.1% |
| 30D | +2.7% | -13.8% | +16.4% | +12.5% |
| 3M | +7.4% | -11.7% | +19.1% | +14.9% |
| 6M | +16.0% | -18.7% | +34.8% | +29.6% |
| YTD | +40.9% | +0.2% | +40.7% | +44.9% |
| 1Y | +56.4% | -3.1% | +59.5% | +68.5% |
| All | +56.4% | -1.5% | +57.9% | +68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling