+99.9%
HLT vs ILMN
+32.3%
+67.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.2% |
| 7D | -1.5% | -3.9% | +2.4% | -1.0% |
| 30D | -1.2% | +6.9% | -8.1% | -2.1% |
| 3M | -10.3% | +28.1% | -38.4% | -13.2% |
| 6M | +1.3% | +65.0% | -63.7% | -5.3% |
| YTD | +7.0% | +56.3% | -49.3% | +0.4% |
| 1Y | +11.9% | +108.7% | -96.9% | +0.1% |
| All | +99.9% | +32.3% | +67.5% | +92.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling