-54.1%
HUBS vs ILMN
+92.1%
-146.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -4.9% | +0.7% | -3.4% |
| 7D | -13.0% | -21.6% | +8.6% | -9.8% |
| 30D | -1.8% | -22.9% | +21.1% | +2.1% |
| 3M | -13.0% | +11.6% | -24.5% | -17.5% |
| 6M | -12.4% | +62.5% | -75.0% | -26.3% |
| YTD | -46.0% | +72.7% | -118.7% | -55.5% |
| 1Y | -54.1% | +93.9% | -148.0% | -65.0% |
| All | -54.1% | +92.1% | -146.2% | -65.0% |
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