+613.6%
FCX vs HSY
+130.0%
+483.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +1.2% | -7.8% | -6.9% |
| 7D | -1.9% | -0.4% | -1.4% | -1.8% |
| 30D | +3.4% | -3.4% | +6.8% | +4.4% |
| 3M | +15.0% | -0.5% | +15.5% | +14.4% |
| 6M | +14.6% | -19.1% | +33.8% | +21.5% |
| YTD | +41.2% | -2.1% | +43.3% | +39.7% |
| 1Y | +60.4% | -3.2% | +63.6% | +58.9% |
| 3Y | +88.4% | -8.8% | +97.2% | +86.5% |
| 5Y | +115.0% | +13.0% | +102.1% | +87.3% |
| All | +613.6% | +130.0% | +483.6% | +451.7% |
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