+137.9%
HST vs ILMN
+61.7%
+76.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +1.9% |
| 7D | -1.1% | -2.6% | +1.4% | -0.7% |
| 30D | +11.6% | -20.6% | +32.2% | +16.5% |
| 3M | +9.5% | +17.5% | -7.9% | +4.1% |
| 6M | +18.9% | +55.6% | -36.7% | +5.5% |
| YTD | +51.0% | +68.3% | -17.4% | +30.3% |
| 1Y | +53.0% | +81.1% | -28.1% | +29.7% |
| 3Y | +87.5% | +112.2% | -24.7% | +46.6% |
| 5Y | +76.7% | -42.6% | +119.3% | +80.4% |
| 10Y | +137.9% | +70.5% | +67.4% | +107.6% |
| All | +137.9% | +61.7% | +76.2% | +107.6% |
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