+173.6%
HBAN vs ILMN
+1,401.8%
-1,228.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | +0.1% |
| 7D | +0.7% | +1.2% | -0.6% | +0.5% |
| 30D | -3.2% | +9.2% | -12.4% | -4.7% |
| 3M | +4.0% | +29.8% | -25.9% | -0.5% |
| 6M | +3.1% | +69.2% | -66.1% | -5.6% |
| YTD | 0.0% | +66.4% | -66.3% | -8.5% |
| 1Y | -1.2% | +123.4% | -124.6% | -14.4% |
| 3Y | +72.5% | +33.2% | +39.3% | +58.9% |
| 5Y | +39.3% | -52.0% | +91.3% | +45.2% |
| 10Y | +157.3% | +33.6% | +123.7% | +121.6% |
| All | +173.6% | +1,401.8% | -1,228.2% | +44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling