+663.0%
FCX vs HWM
+1,323.5%
-660.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -10.7% | +16.0% | +11.3% |
| 7D | +5.7% | -9.2% | +14.9% | +10.5% |
| 30D | +10.1% | -17.9% | +27.9% | +20.9% |
| 3M | +20.2% | -6.0% | +26.2% | +22.2% |
| 6M | +29.7% | -7.4% | +37.0% | +32.5% |
| YTD | +51.9% | +13.1% | +38.8% | +38.2% |
| 1Y | +66.0% | +29.3% | +36.7% | +39.8% |
| 3Y | +102.7% | +389.9% | -287.2% | -25.7% |
| 5Y | +138.9% | +655.5% | -516.7% | -32.2% |
| All | +663.0% | +1,323.5% | -660.5% | +18.9% |
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