+92.8%
FCX vs HSY
+0.7%
+92.1%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +3.0% |
| 7D | -0.8% | +1.1% | -1.9% | -0.7% |
| 30D | -15.1% | +7.7% | -22.7% | -14.9% |
| 3M | -9.6% | -2.3% | -7.3% | -9.5% |
| 6M | -3.1% | -5.3% | +2.3% | -2.7% |
| YTD | +23.4% | -0.9% | +24.3% | +23.8% |
| 1Y | +52.7% | +5.2% | +47.4% | +52.5% |
| All | +92.8% | +0.7% | +92.1% | +89.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling