+106.1%
HBAN vs ILMN
+59.3%
+46.8%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.4% |
| 7D | -1.1% | -6.0% | +4.9% | 0.0% |
| 30D | +3.1% | -23.0% | +26.2% | +7.5% |
| 3M | -9.8% | +10.4% | -20.2% | -12.7% |
| 6M | +1.4% | +49.4% | -48.0% | -8.0% |
| YTD | -5.8% | +62.3% | -68.1% | -16.6% |
| 1Y | +4.2% | +73.7% | -69.4% | -9.1% |
| 3Y | +74.9% | +122.5% | -47.6% | +39.8% |
| 5Y | +21.7% | -43.2% | +64.8% | +23.3% |
| 10Y | +106.1% | +59.0% | +47.1% | +73.7% |
| All | +106.1% | +59.3% | +46.8% | +73.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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