+102.7%
FCX vs HSY
-9.5%
+112.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.1% | +5.3% | +5.3% |
| 7D | +5.7% | -1.6% | +7.3% | +5.7% |
| 30D | +10.1% | -4.2% | +14.3% | +10.1% |
| 3M | +20.2% | -0.7% | +20.9% | +20.1% |
| 6M | +29.7% | -21.8% | +51.5% | +31.9% |
| YTD | +51.9% | -2.7% | +54.6% | +52.1% |
| 1Y | +66.0% | -4.8% | +70.8% | +66.3% |
| 3Y | +102.7% | -9.4% | +112.1% | +109.4% |
| All | +102.7% | -9.5% | +112.2% | +109.4% |
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