+134.6%
FCX vs HON
+2.6%
+132.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | +0.7% |
| 7D | +3.1% | -0.6% | +3.7% | +3.5% |
| 30D | +8.1% | -15.4% | +23.5% | +22.0% |
| 3M | +18.9% | -9.1% | +28.1% | +26.2% |
| 6M | +26.6% | -17.1% | +43.7% | +44.5% |
| YTD | +51.2% | +1.5% | +49.6% | +47.6% |
| 1Y | +75.6% | -1.3% | +76.9% | +74.4% |
| 3Y | +101.7% | +19.5% | +82.2% | +61.9% |
| 5Y | +134.6% | +3.1% | +131.6% | +109.1% |
| All | +134.6% | +2.6% | +132.0% | +109.1% |
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