+2,280.5%
HL vs ILMN
+1,401.8%
+878.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -2.3% |
| 7D | +1.5% | +1.2% | +0.3% | +1.4% |
| 30D | +25.1% | +9.2% | +15.9% | +23.9% |
| 3M | +22.9% | +29.8% | -6.9% | +19.3% |
| 6M | -4.9% | +69.2% | -74.1% | -10.6% |
| YTD | +7.8% | +66.4% | -58.5% | +1.5% |
| 1Y | +133.9% | +123.4% | +10.5% | +112.2% |
| 3Y | +380.9% | +33.2% | +347.7% | +356.3% |
| 5Y | +230.2% | -52.0% | +282.2% | +240.9% |
| 10Y | +265.6% | +33.6% | +232.0% | +245.7% |
| All | +2,280.5% | +1,401.8% | +878.7% | +2,294.2% |
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 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