+58.0%
ILMN vs HSY
+127.3%
-69.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.1% |
| 7D | +0.7% | -2.3% | +3.1% | +1.3% |
| 30D | -22.7% | +6.3% | -29.0% | -24.5% |
| 3M | +8.6% | -5.2% | +13.8% | +9.6% |
| 6M | +43.8% | -8.3% | +52.1% | +46.0% |
| YTD | +59.8% | -2.7% | +62.4% | +57.2% |
| 1Y | +71.8% | +0.1% | +71.6% | +67.2% |
| 3Y | +119.0% | -1.0% | +120.0% | +109.7% |
| 5Y | -43.8% | +10.6% | -54.4% | -49.4% |
| All | +58.0% | +127.3% | -69.3% | +8.3% |
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 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