+698.7%
HUBS vs ILMN
+32.7%
+666.1%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -1.5% |
| 7D | -4.3% | +1.9% | -6.2% | -5.0% |
| 30D | +14.2% | +12.3% | +2.0% | +8.4% |
| 3M | +15.5% | +33.5% | -18.0% | +0.7% |
| 6M | -18.9% | +69.4% | -88.3% | -36.9% |
| YTD | -40.1% | +60.9% | -101.0% | -52.7% |
| 1Y | -51.8% | +115.0% | -166.7% | -67.5% |
| 3Y | -55.2% | +37.0% | -92.3% | -65.3% |
| 5Y | -64.7% | -53.1% | -11.5% | -55.5% |
| 10Y | +327.0% | +27.6% | +299.4% | +265.5% |
| All | +698.7% | +32.7% | +666.1% | +584.8% |
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