+575.2%
HLT vs ILMN
+28.7%
+546.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.5% |
| 7D | -1.6% | -5.4% | +3.8% | -0.5% |
| 30D | -5.0% | +7.0% | -12.0% | -6.5% |
| 3M | -10.4% | +24.2% | -34.6% | -14.8% |
| 6M | +3.2% | +69.9% | -66.7% | -8.4% |
| YTD | +6.7% | +57.4% | -50.7% | -4.3% |
| 1Y | +10.3% | +107.9% | -97.6% | -8.1% |
| 3Y | +99.3% | +37.1% | +62.2% | +76.2% |
| 5Y | +143.7% | -53.7% | +197.4% | +169.6% |
| All | +575.2% | +28.7% | +546.5% | +507.8% |
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