+373.5%
FCX vs HSY
+128.6%
+245.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -0.3% | -2.1% | +1.8% | +0.2% |
| 30D | -14.7% | +6.1% | -20.8% | -16.5% |
| 3M | -11.2% | -5.6% | -5.5% | -10.1% |
| 6M | -11.4% | -9.5% | -1.8% | -9.7% |
| YTD | +17.7% | -2.1% | +19.8% | +16.0% |
| 1Y | +47.5% | +0.8% | +46.7% | +43.8% |
| 3Y | +83.9% | -2.1% | +86.0% | +75.5% |
| 5Y | +54.0% | +11.2% | +42.7% | +34.6% |
| All | +373.5% | +128.6% | +245.0% | +258.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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