+369.5%
HST vs ILMN
+1,401.8%
-1,032.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.8% | +0.5% |
| 7D | -1.0% | +1.2% | -2.3% | -1.3% |
| 30D | -12.3% | +9.2% | -21.4% | -13.6% |
| 3M | -6.4% | +29.8% | -36.2% | -10.8% |
| 6M | +15.0% | +69.2% | -54.2% | +4.5% |
| YTD | +30.5% | +66.4% | -35.9% | +18.4% |
| 1Y | +35.7% | +123.4% | -87.7% | +16.1% |
| 3Y | +68.4% | +33.2% | +35.2% | +54.1% |
| 5Y | +73.1% | -52.0% | +125.1% | +81.9% |
| 10Y | +92.7% | +33.6% | +59.1% | +65.7% |
| All | +369.5% | +1,401.8% | -1,032.2% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling