+818.1%
FCX vs HIG
+1,002.1%
-183.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.5% |
| 7D | -4.9% | +0.3% | -5.2% | -5.0% |
| 30D | +4.8% | -3.2% | +8.0% | +5.6% |
| 3M | +4.6% | +9.1% | -4.5% | +1.6% |
| 6M | +10.8% | -1.8% | +12.6% | +10.7% |
| YTD | +44.2% | +1.8% | +42.5% | +42.4% |
| 1Y | +59.6% | +4.6% | +55.0% | +56.1% |
| 3Y | +82.2% | +101.6% | -19.4% | +48.3% |
| 5Y | +115.6% | +124.5% | -8.9% | +71.7% |
| 10Y | +670.6% | +317.8% | +352.7% | +426.1% |
| All | +818.1% | +1,002.1% | -183.9% | +382.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling