+75.6%
HST vs ILMN
+92.1%
-16.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.9% | +6.2% | +1.5% |
| 7D | +3.3% | -21.6% | +24.9% | +4.3% |
| 30D | +16.4% | -22.9% | +39.2% | +17.5% |
| 3M | +5.5% | +11.6% | -6.1% | +4.8% |
| 6M | +31.1% | +62.5% | -31.4% | +27.1% |
| YTD | +55.9% | +72.7% | -16.8% | +46.2% |
| 1Y | +75.6% | +93.9% | -18.2% | +57.8% |
| All | +75.6% | +92.1% | -16.5% | +57.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling