+75.2%
HBAN vs ILMN
+37.1%
+38.1%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.3% | +1.7% | -1.0% |
| 7D | +2.1% | +1.9% | +0.2% | +1.7% |
| 30D | -4.5% | +12.3% | -16.8% | -6.8% |
| 3M | +2.6% | +33.5% | -31.0% | -3.6% |
| 6M | +4.7% | +69.4% | -64.6% | -6.7% |
| YTD | -1.5% | +60.9% | -62.5% | -11.9% |
| 1Y | -1.9% | +115.0% | -116.9% | -19.0% |
| 3Y | +75.2% | +37.0% | +38.2% | +48.4% |
| All | +75.2% | +37.1% | +38.1% | +48.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling