+164.7%
HLT vs ILMN
-44.7%
+209.4%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.7% | -2.9% | +3.6% | +1.1% |
| 30D | +13.7% | -23.8% | +37.6% | +18.0% |
| 3M | +16.3% | +7.5% | +8.9% | +13.2% |
| 6M | +19.9% | +42.8% | -22.8% | +10.5% |
| YTD | +30.1% | +57.8% | -27.8% | +16.8% |
| 1Y | +38.5% | +72.6% | -34.1% | +22.3% |
| 3Y | +131.0% | +129.3% | +1.7% | +82.6% |
| All | +164.7% | -44.7% | +209.4% | +183.3% |
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