+61.5%
FCX vs HWM
+522.4%
-460.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +1.3% |
| 7D | -4.9% | +3.4% | -8.3% | -6.8% |
| 30D | -17.1% | -7.5% | -9.6% | -14.1% |
| 3M | -12.7% | -28.9% | +16.2% | +2.8% |
| 6M | -2.0% | -19.6% | +17.6% | +7.2% |
| YTD | +18.1% | +0.6% | +17.5% | +13.1% |
| 1Y | +55.2% | +0.3% | +54.8% | +48.6% |
| 3Y | +74.3% | +326.1% | -251.8% | -38.9% |
| All | +61.5% | +522.4% | -460.9% | -59.7% |
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