+220.1%
HUT vs ILMN
-11.9%
+232.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -6.4% |
| 7D | +9.3% | -2.9% | +12.2% | +11.3% |
| 30D | -23.1% | -23.8% | +0.7% | -8.7% |
| 3M | -30.6% | +7.5% | -38.1% | -33.8% |
| 6M | -46.9% | +42.8% | -89.6% | -57.6% |
| YTD | +25.3% | +57.8% | -32.5% | -7.7% |
| 1Y | +59.8% | +72.6% | -12.8% | +12.2% |
| 3Y | +467.2% | +129.3% | +337.9% | +204.2% |
| 5Y | -24.6% | -44.5% | +19.9% | -4.0% |
| All | +220.1% | -11.9% | +232.0% | +281.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling