+50.1%
HST vs ILMN
+79.5%
-29.4%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.6% | -0.9% | +2.4% |
| 7D | -1.1% | -2.6% | +1.4% | -1.0% |
| 30D | +11.6% | -20.6% | +32.2% | +12.7% |
| 3M | +9.5% | +17.5% | -7.9% | +8.5% |
| 6M | +18.9% | +55.6% | -36.7% | +15.2% |
| YTD | +51.0% | +68.3% | -17.4% | +39.4% |
| All | +50.1% | +79.5% | -29.4% | +31.0% |
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