+62.7%
FCX vs HSY
+11.5%
+51.3%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.4% | +1.6% | +2.9% |
| 7D | -0.8% | +1.1% | -1.9% | -0.9% |
| 30D | -15.1% | +7.7% | -22.7% | -15.5% |
| 3M | -9.6% | -2.3% | -7.3% | -9.4% |
| 6M | -3.1% | -5.3% | +2.3% | -2.7% |
| YTD | +23.4% | -0.9% | +24.3% | +23.0% |
| 1Y | +52.7% | +5.2% | +47.4% | +50.7% |
| 3Y | +91.4% | +0.7% | +90.7% | +86.3% |
| 5Y | +62.7% | +12.2% | +50.5% | +45.2% |
| All | +62.7% | +11.5% | +51.3% | +45.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling