+70.5%
ILMN vs HSY
+122.5%
-52.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.6% | +6.2% | +4.2% |
| 7D | -2.6% | +1.3% | -3.9% | -3.1% |
| 30D | -20.6% | +6.6% | -27.2% | -22.5% |
| 3M | +17.5% | -4.1% | +21.6% | +18.2% |
| 6M | +55.6% | -5.2% | +60.9% | +56.5% |
| YTD | +68.3% | -2.5% | +70.9% | +65.6% |
| 1Y | +81.1% | +4.7% | +76.4% | +73.6% |
| 3Y | +112.2% | +0.6% | +111.6% | +102.0% |
| 5Y | -42.6% | +11.7% | -54.3% | -48.4% |
| 10Y | +70.5% | +120.0% | -49.5% | +27.9% |
| All | +70.5% | +122.5% | -52.0% | +27.9% |
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