+134.6%
FCX vs HIG
+117.6%
+17.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.8% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | +8.1% | -2.8% | +10.9% | +9.5% |
| 3M | +18.9% | +6.3% | +12.6% | +13.8% |
| 6M | +26.6% | -0.1% | +26.7% | +24.9% |
| YTD | +51.2% | +0.4% | +50.7% | +48.0% |
| 1Y | +75.6% | +6.2% | +69.3% | +64.9% |
| 3Y | +101.7% | +101.6% | +0.1% | +11.1% |
| 5Y | +134.6% | +119.8% | +14.8% | +16.4% |
| All | +134.6% | +117.6% | +17.0% | +16.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling