+646.9%
HLT vs ILMN
+125.7%
+521.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.7% |
| 7D | -3.3% | +1.2% | -4.5% | -3.6% |
| 30D | -4.1% | +9.2% | -13.3% | -5.9% |
| 3M | -7.9% | +29.8% | -37.8% | -13.1% |
| 6M | +2.2% | +69.2% | -67.1% | -9.1% |
| YTD | +8.5% | +66.4% | -57.9% | -3.7% |
| 1Y | +12.1% | +123.4% | -111.3% | -7.7% |
| 3Y | +107.6% | +33.2% | +74.4% | +85.2% |
| 5Y | +156.4% | -52.0% | +208.3% | +177.7% |
| 10Y | +566.3% | +33.6% | +532.7% | +460.5% |
| All | +646.9% | +125.7% | +521.2% | +508.9% |
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