+243.3%
HL vs ILMN
-52.9%
+296.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | 0.0% |
| 7D | +7.1% | +1.9% | +5.2% | +6.5% |
| 30D | +21.4% | +12.3% | +9.2% | +17.6% |
| 3M | +37.4% | +33.5% | +3.9% | +26.1% |
| 6M | +0.4% | +69.4% | -69.0% | -14.6% |
| YTD | +6.7% | +60.9% | -54.2% | -8.0% |
| 1Y | +102.4% | +115.0% | -12.6% | +58.5% |
| 3Y | +417.4% | +37.0% | +380.4% | +347.3% |
| 5Y | +243.3% | -53.1% | +296.5% | +221.4% |
| All | +243.3% | -52.9% | +296.2% | +221.4% |
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 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