+810.5%
FCX vs HON
+1,865.6%
-1,055.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.7% |
| 7D | -0.3% | +1.1% | -1.4% | -0.9% |
| 30D | -14.7% | +7.2% | -21.9% | -18.1% |
| 3M | -11.2% | -4.6% | -6.5% | -8.8% |
| 6M | -11.4% | -1.9% | -9.5% | -11.0% |
| YTD | +17.7% | +10.2% | +7.5% | +10.6% |
| 1Y | +47.5% | +8.2% | +39.3% | +39.9% |
| 3Y | +83.9% | +27.6% | +56.2% | +55.9% |
| 5Y | +54.0% | +11.7% | +42.3% | +42.5% |
| 10Y | +372.9% | +154.6% | +218.3% | +194.0% |
| All | +810.5% | +1,865.6% | -1,055.1% | +186.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling