+55.4%
FCX vs HWM
+591.3%
-535.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.5% |
| 7D | -0.3% | +7.3% | -7.6% | -3.9% |
| 30D | -14.7% | +1.6% | -16.3% | -15.8% |
| 3M | -11.2% | -21.9% | +10.7% | -0.5% |
| 6M | -11.4% | -19.0% | +7.7% | -2.8% |
| YTD | +17.7% | +7.9% | +9.8% | +8.6% |
| 1Y | +47.5% | +9.9% | +37.6% | +34.4% |
| 3Y | +83.9% | +342.1% | -258.2% | -36.7% |
| All | +55.4% | +591.3% | -535.9% | -63.2% |
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