+122.4%
HST vs ILMN
+54.3%
+68.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.2% |
| 7D | +3.6% | -2.9% | +6.4% | +4.2% |
| 30D | +11.2% | -23.8% | +35.0% | +17.1% |
| 3M | +13.1% | +7.5% | +5.6% | +9.6% |
| 6M | +23.9% | +42.8% | -18.9% | +11.9% |
| YTD | +52.3% | +57.8% | -5.5% | +33.2% |
| 1Y | +56.7% | +72.6% | -15.9% | +34.1% |
| 3Y | +87.5% | +129.3% | -41.8% | +43.7% |
| 5Y | +82.8% | -44.5% | +127.3% | +87.9% |
| All | +122.4% | +54.3% | +68.1% | +92.5% |
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