+1,015.5%
FCX vs HON
+1,752.1%
-736.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.7% | -0.3% |
| 7D | -4.9% | -3.6% | -1.3% | -2.8% |
| 30D | +4.8% | -15.3% | +20.1% | +15.4% |
| 3M | +4.6% | -7.9% | +12.5% | +9.3% |
| 6M | +10.8% | -18.1% | +28.9% | +24.6% |
| YTD | +44.2% | +3.8% | +40.4% | +40.4% |
| 1Y | +59.6% | +0.5% | +59.1% | +57.9% |
| 3Y | +82.2% | +19.8% | +62.5% | +60.5% |
| 5Y | +115.6% | +2.9% | +112.7% | +109.4% |
| 10Y | +670.6% | +134.6% | +535.9% | +402.1% |
| All | +1,015.5% | +1,752.1% | -736.6% | +263.4% |
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