+83.9%
FCX vs HWM
+348.7%
-264.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.6% |
| 7D | -0.3% | +7.3% | -7.6% | -2.9% |
| 30D | -14.7% | +1.6% | -16.3% | -15.4% |
| 3M | -11.2% | -21.9% | +10.7% | -3.6% |
| 6M | -11.4% | -19.0% | +7.7% | -5.3% |
| YTD | +17.7% | +7.9% | +9.8% | +11.8% |
| 1Y | +47.5% | +9.9% | +37.6% | +39.1% |
| 3Y | +83.9% | +342.1% | -258.2% | +21.9% |
| All | +83.9% | +348.7% | -264.8% | +21.9% |
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