+94.2%
ILMN vs HSY
+3.5%
+90.7%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.5% |
| 7D | -9.7% | +7.5% | -17.2% | -10.0% |
| 30D | -20.4% | +11.1% | -31.5% | -21.1% |
| 3M | +10.0% | -1.9% | +12.0% | +10.8% |
| 6M | +49.5% | -3.0% | +52.5% | +50.5% |
| YTD | +62.5% | 0.0% | +62.5% | +60.9% |
| 1Y | +76.0% | +9.4% | +66.5% | +70.6% |
| 3Y | +94.2% | +3.8% | +90.4% | +88.3% |
| All | +94.2% | +3.5% | +90.7% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling