+90.2%
FCX vs HWM
+440.4%
-350.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -4.9% | -2.1% | -2.8% | -4.3% |
| 30D | +4.8% | -11.0% | +15.8% | +9.5% |
| 3M | +4.6% | +4.0% | +0.6% | +2.1% |
| 6M | +10.8% | -0.2% | +11.0% | +9.8% |
| YTD | +44.2% | +26.7% | +17.6% | +29.7% |
| 1Y | +59.6% | +44.7% | +14.8% | +36.4% |
| All | +90.2% | +440.4% | -350.3% | +5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling