-66.4%
HUBS vs ILMN
-53.9%
-12.4%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | -0.3% |
| 7D | -9.0% | -5.4% | -3.6% | -6.8% |
| 30D | +7.2% | +7.0% | +0.2% | +4.0% |
| 3M | +20.9% | +24.2% | -3.3% | +9.2% |
| 6M | -13.0% | +69.9% | -83.0% | -32.1% |
| YTD | -43.8% | +57.4% | -101.3% | -55.0% |
| 1Y | -54.6% | +107.9% | -162.5% | -68.8% |
| 3Y | -58.5% | +37.1% | -95.6% | -67.1% |
| All | -66.4% | -53.9% | -12.4% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling