+130.0%
HL vs ILMN
+54.3%
+75.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -11.1% | -2.9% | -8.3% | -10.2% |
| 30D | -12.1% | -23.8% | +11.7% | -4.8% |
| 3M | -26.1% | +7.5% | -33.6% | -28.7% |
| 6M | -37.7% | +42.8% | -80.5% | -45.3% |
| YTD | -31.7% | +57.8% | -89.5% | -42.3% |
| 1Y | -11.6% | +72.6% | -84.3% | -27.3% |
| 3Y | +249.6% | +129.3% | +120.3% | +149.8% |
| 5Y | +108.5% | -44.5% | +153.0% | +123.5% |
| All | +130.0% | +54.3% | +75.7% | +100.0% |
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