+27.6%
ILMN vs HSY
+122.8%
-95.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.1% | -3.4% | -3.3% |
| 7D | +1.9% | -1.6% | +3.4% | +2.4% |
| 30D | +12.3% | -4.2% | +16.5% | +13.8% |
| 3M | +33.5% | -0.7% | +34.3% | +33.5% |
| 6M | +69.4% | -21.8% | +91.1% | +81.6% |
| YTD | +60.9% | -2.7% | +63.6% | +59.4% |
| 1Y | +115.0% | -4.8% | +119.8% | +114.1% |
| 3Y | +37.0% | -9.4% | +46.4% | +36.6% |
| 5Y | -53.1% | +11.3% | -64.4% | -57.6% |
| 10Y | +27.6% | +125.0% | -97.4% | -7.8% |
| All | +27.6% | +122.8% | -95.3% | -7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling