+100.8%
HBAN vs ILMN
+54.3%
+46.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +2.3% | -2.9% | +5.1% | +2.8% |
| 30D | +4.8% | -23.8% | +28.6% | +9.5% |
| 3M | -10.1% | +7.5% | -17.6% | -12.6% |
| 6M | +5.0% | +42.8% | -37.7% | -3.9% |
| YTD | -6.1% | +57.8% | -64.0% | -16.5% |
| 1Y | +4.6% | +72.6% | -68.0% | -8.7% |
| 3Y | +74.9% | +129.3% | -54.4% | +39.0% |
| 5Y | +21.4% | -44.5% | +65.9% | +23.6% |
| All | +100.8% | +54.3% | +46.5% | +70.4% |
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