+137.1%
HST vs ILMN
+59.3%
+77.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | -1.3% | -6.0% | +4.7% | 0.0% |
| 30D | +13.4% | -23.0% | +36.4% | +19.1% |
| 3M | +16.7% | +10.4% | +6.3% | +12.4% |
| 6M | +24.0% | +49.4% | -25.4% | +10.9% |
| YTD | +54.0% | +62.3% | -8.4% | +33.8% |
| 1Y | +55.0% | +73.7% | -18.6% | +32.6% |
| 3Y | +89.3% | +122.5% | -33.2% | +46.3% |
| 5Y | +85.4% | -43.2% | +128.6% | +89.6% |
| 10Y | +137.1% | +59.0% | +78.2% | +105.5% |
| All | +137.1% | +59.3% | +77.9% | +105.5% |
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