+134.6%
FCX vs HSY
+10.6%
+124.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.5% |
| 7D | +3.1% | -3.0% | +6.1% | +3.3% |
| 30D | +8.1% | -5.0% | +13.1% | +8.5% |
| 3M | +18.9% | -1.3% | +20.2% | +18.8% |
| 6M | +26.6% | -21.5% | +48.1% | +30.0% |
| YTD | +51.2% | -3.3% | +54.4% | +51.0% |
| 1Y | +75.6% | -5.5% | +81.0% | +75.7% |
| 3Y | +101.7% | -9.9% | +111.6% | +101.9% |
| 5Y | +134.6% | +11.3% | +123.3% | +142.7% |
| All | +134.6% | +10.6% | +124.0% | +142.7% |
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 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