+810.5%
FCX vs HSY
+2,450.2%
-1,639.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.6% | -2.2% |
| 7D | -0.3% | -2.1% | +1.8% | +0.3% |
| 30D | -14.7% | +6.1% | -20.8% | -16.6% |
| 3M | -11.2% | -5.6% | -5.5% | -10.0% |
| 6M | -11.4% | -9.5% | -1.8% | -9.8% |
| YTD | +17.7% | -2.1% | +19.8% | +16.1% |
| 1Y | +47.5% | +0.8% | +46.7% | +43.9% |
| 3Y | +83.9% | -2.1% | +86.0% | +76.4% |
| 5Y | +54.0% | +11.2% | +42.7% | +39.8% |
| 10Y | +372.9% | +128.3% | +244.6% | +235.0% |
| All | +810.5% | +2,450.2% | -1,639.7% | +377.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling