-4.8%
HL vs ILMN
+74.7%
-79.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -2.7% | -4.6% | -6.3% |
| 7D | +8.2% | -9.8% | +18.0% | +11.8% |
| 30D | -16.3% | -22.7% | +6.5% | -8.7% |
| 3M | -18.6% | +12.1% | -30.6% | -25.0% |
| 6M | -23.2% | +51.5% | -74.7% | -36.9% |
| YTD | -25.5% | +63.9% | -89.3% | -41.8% |
| 1Y | -4.8% | +76.6% | -81.3% | -32.2% |
| All | -4.8% | +74.7% | -79.5% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling