+139.3%
HOOD vs ILMN
-54.4%
+193.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.6% | -0.6% | +1.2% |
| 7D | -0.6% | -2.6% | +1.9% | +0.7% |
| 30D | -23.6% | -20.6% | -2.9% | -15.1% |
| 3M | -10.7% | +17.5% | -28.1% | -19.2% |
| 6M | +8.2% | +55.6% | -47.4% | -16.0% |
| YTD | -26.3% | +68.3% | -94.7% | -45.8% |
| 1Y | -36.1% | +81.1% | -117.2% | -54.8% |
| 3Y | +950.7% | +112.2% | +838.5% | +512.3% |
| 5Y | +127.0% | -42.6% | +169.6% | +199.3% |
| All | +139.3% | -54.4% | +193.7% | +253.4% |
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