+1.7%
HUT vs ILMN
+92.1%
-90.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | -4.9% | -18.3% | -20.5% |
| 7D | -29.5% | -21.6% | -8.0% | -20.3% |
| 30D | -45.2% | -22.9% | -22.3% | -37.7% |
| 3M | -51.6% | +11.6% | -63.2% | -53.5% |
| 6M | -37.3% | +62.5% | -99.9% | -49.2% |
| YTD | +6.5% | +72.7% | -66.2% | -27.1% |
| 1Y | +1.7% | +93.9% | -92.1% | -42.2% |
| All | +1.7% | +92.1% | -90.4% | -42.2% |
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