+47.5%
FCX vs HIG
+5.3%
+42.2%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -1.8% |
| 7D | -0.3% | +2.6% | -2.9% | +0.8% |
| 30D | -14.7% | +4.2% | -18.9% | -13.1% |
| 3M | -11.2% | +0.2% | -11.4% | -10.8% |
| 6M | -11.4% | +4.6% | -16.0% | -9.2% |
| YTD | +17.7% | +1.1% | +16.6% | +20.9% |
| 1Y | +47.5% | +4.7% | +42.8% | +51.4% |
| All | +47.5% | +5.3% | +42.2% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling