+430.7%
FCX vs HWM
+1,636.6%
-1,206.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.1% | -0.2% | +2.1% |
| 7D | -1.0% | +1.6% | -2.6% | -2.0% |
| 30D | -15.2% | -3.9% | -11.3% | -13.8% |
| 3M | -10.3% | -23.2% | +13.0% | +1.6% |
| 6M | +1.6% | -20.0% | +21.5% | +12.2% |
| YTD | +23.9% | +5.7% | +18.2% | +16.2% |
| 1Y | +58.0% | +4.9% | +53.2% | +48.7% |
| 3Y | +94.6% | +347.0% | -252.4% | -25.3% |
| 5Y | +70.4% | +563.0% | -492.6% | -48.1% |
| 10Y | +430.7% | +1,579.2% | -1,148.5% | -16.3% |
| All | +430.7% | +1,636.6% | -1,206.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 10y: compounded portfolio wealth divided by compounded HWM 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…
10y analysis · Full analysis span regression · 6 months rolling