+373.5%
FCX vs HIG
+261.7%
+111.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.3% |
| 7D | -0.3% | +2.6% | -2.9% | -1.9% |
| 30D | -14.7% | +4.2% | -18.9% | -17.2% |
| 3M | -11.2% | +0.2% | -11.4% | -12.1% |
| 6M | -11.4% | +4.6% | -16.0% | -15.8% |
| YTD | +17.7% | +1.1% | +16.6% | +13.5% |
| 1Y | +47.5% | +4.7% | +42.8% | +38.8% |
| 3Y | +83.9% | +95.5% | -11.6% | +10.2% |
| 5Y | +54.0% | +111.7% | -57.7% | -12.6% |
| All | +373.5% | +261.7% | +111.8% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 10y: compounded portfolio wealth divided by compounded HIG 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…
10y analysis · Full analysis span regression · 6 months rolling