+26.6%
FCX vs HYG
+2.3%
+24.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | +0.6% |
| 7D | +3.1% | -0.2% | +3.3% | +4.1% |
| 30D | +8.1% | -0.1% | +8.2% | +8.7% |
| 3M | +18.9% | +0.7% | +18.2% | +14.3% |
| 6M | +26.6% | +1.5% | +25.1% | +18.1% |
| All | +26.6% | +2.3% | +24.3% | +18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HYG.
Daily Out/Under-Performance
Portfolio return minus HYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HYG 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 6mo: compounded portfolio wealth divided by compounded HYG 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…
6mo analysis · Full analysis span regression · 6 months rolling