+265.3%
HUT vs ILMN
+127.6%
+137.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +6.7% |
| 7D | +17.8% | +1.2% | +16.6% | +17.3% |
| 30D | +0.8% | +9.2% | -8.3% | -2.0% |
| 3M | -26.8% | +29.8% | -56.6% | -32.6% |
| 6M | +72.6% | +69.2% | +3.4% | +47.0% |
| YTD | +103.6% | +66.4% | +37.2% | +71.5% |
| 1Y | +265.3% | +123.4% | +141.9% | +195.3% |
| All | +265.3% | +127.6% | +137.6% | +195.3% |
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