+55.4%
FCX vs HON
+11.6%
+43.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -0.3% | +1.1% | -1.4% | -1.0% |
| 30D | -14.7% | +7.2% | -21.9% | -18.9% |
| 3M | -11.2% | -4.6% | -6.5% | -8.2% |
| 6M | -11.4% | -1.9% | -9.5% | -11.3% |
| YTD | +17.7% | +10.2% | +7.5% | +8.2% |
| 1Y | +47.5% | +8.2% | +39.3% | +37.3% |
| 3Y | +83.9% | +27.6% | +56.2% | +41.3% |
| All | +55.4% | +11.6% | +43.8% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling