-8.0%
FCX vs HSY
-7.6%
-0.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -3.5% |
| 7D | +4.4% | -2.3% | +6.7% | +3.3% |
| 30D | -16.3% | +6.3% | -22.6% | -13.7% |
| 3M | -12.5% | -5.2% | -7.3% | -14.3% |
| 6M | -8.0% | -8.3% | +0.3% | -10.3% |
| All | -8.0% | -7.6% | -0.4% | -10.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling