+24.3%
HBAN vs ILMN
-43.7%
+68.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.7% | +2.2% | -0.1% |
| 7D | -0.1% | -9.8% | +9.7% | +1.4% |
| 30D | +3.4% | -22.7% | +26.1% | +7.1% |
| 3M | -9.1% | +12.1% | -21.2% | -12.0% |
| 6M | +0.1% | +51.5% | -51.3% | -8.3% |
| YTD | -6.0% | +63.9% | -69.9% | -15.8% |
| 1Y | +4.0% | +76.6% | -72.5% | -8.1% |
| 3Y | +74.5% | +124.6% | -50.1% | +42.6% |
| 5Y | +24.3% | -42.7% | +67.1% | +22.1% |
| All | +24.3% | -43.7% | +68.0% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling