+114.3%
FCX vs HWM
+743.6%
-629.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -4.9% | -2.1% | -2.8% | -4.1% |
| 30D | +4.8% | -11.0% | +15.8% | +11.0% |
| 3M | +4.6% | +4.0% | +0.6% | +1.2% |
| 6M | +10.8% | -0.2% | +11.0% | +9.5% |
| YTD | +44.2% | +26.7% | +17.6% | +24.0% |
| 1Y | +59.6% | +44.7% | +14.8% | +27.1% |
| 3Y | +82.2% | +426.1% | -343.8% | -40.5% |
| All | +114.3% | +743.6% | -629.3% | -51.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling