+1,045.4%
ILMN vs HSY
+1,294.1%
-248.7%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | +1.2% | -3.3% | +4.5% | +2.3% |
| 30D | +9.2% | -2.8% | +12.0% | +10.2% |
| 3M | +29.8% | -4.5% | +34.3% | +31.4% |
| 6M | +69.2% | -24.2% | +93.4% | +84.3% |
| YTD | +66.4% | -2.7% | +69.1% | +65.2% |
| 1Y | +123.4% | -3.7% | +127.1% | +122.0% |
| 3Y | +33.2% | -11.5% | +44.6% | +33.9% |
| 5Y | -52.0% | +10.3% | -62.3% | -56.0% |
| 10Y | +33.6% | +122.1% | -88.5% | -6.8% |
| All | +1,045.4% | +1,294.1% | -248.7% | +535.1% |
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