+1,015.5%
FCX vs HSY
+2,433.9%
-1,418.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -4.9% | -3.3% | -1.6% | -3.9% |
| 30D | +4.8% | -2.8% | +7.6% | +5.7% |
| 3M | +4.6% | -4.5% | +9.1% | +5.4% |
| 6M | +10.8% | -24.2% | +35.0% | +19.8% |
| YTD | +44.2% | -2.7% | +47.0% | +43.2% |
| 1Y | +59.6% | -3.7% | +63.3% | +58.5% |
| 3Y | +82.2% | -11.5% | +93.7% | +81.8% |
| 5Y | +115.6% | +10.3% | +105.3% | +96.8% |
| 10Y | +670.6% | +122.1% | +548.4% | +452.9% |
| All | +1,015.5% | +2,433.9% | -1,418.4% | +488.6% |
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