+56.7%
HST vs ILMN
+72.2%
-15.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +3.6% | -2.9% | +6.4% | +3.7% |
| 30D | +11.2% | -23.8% | +35.0% | +12.6% |
| 3M | +13.1% | +7.5% | +5.6% | +12.7% |
| 6M | +23.9% | +42.8% | -18.9% | +21.0% |
| YTD | +52.3% | +57.8% | -5.5% | +41.7% |
| 1Y | +56.7% | +72.6% | -15.9% | +37.4% |
| All | +56.7% | +72.2% | -15.5% | +37.4% |
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