+155.4%
HBAN vs ILMN
+25.5%
+129.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.2% |
| 7D | -1.5% | -3.9% | +2.4% | -0.8% |
| 30D | -5.5% | +6.9% | -12.4% | -6.9% |
| 3M | -0.2% | +28.1% | -28.3% | -5.3% |
| 6M | +5.2% | +65.0% | -59.8% | -5.4% |
| YTD | -2.3% | +56.3% | -58.6% | -11.6% |
| 1Y | -2.2% | +108.7% | -110.9% | -17.4% |
| 3Y | +73.8% | +33.1% | +40.8% | +55.7% |
| 5Y | +35.2% | -54.1% | +89.3% | +44.6% |
| 10Y | +155.4% | +27.8% | +127.5% | +108.0% |
| All | +155.4% | +25.5% | +129.9% | +108.0% |
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