+1,673.8%
HL vs ILMN
+1,419.4%
+254.4%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.6% | +1.0% | +4.1% |
| 7D | +13.8% | -2.6% | +16.4% | +14.0% |
| 30D | -9.7% | -20.6% | +10.9% | -7.4% |
| 3M | -8.5% | +17.5% | -26.0% | -10.5% |
| 6M | -17.2% | +55.6% | -72.8% | -21.6% |
| YTD | -19.6% | +68.3% | -88.0% | -24.8% |
| 1Y | +11.1% | +81.1% | -70.0% | +3.2% |
| 3Y | +299.7% | +112.2% | +187.5% | +260.0% |
| 5Y | +156.5% | -42.6% | +199.1% | +159.5% |
| 10Y | +122.4% | +70.5% | +51.9% | +106.3% |
| All | +1,673.8% | +1,419.4% | +254.4% | +1,673.9% |
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