+239.5%
HUT vs ILMN
-9.4%
+248.9%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.9% | +8.5% | +8.1% |
| 7D | +24.8% | -6.0% | +30.8% | +29.7% |
| 30D | -28.4% | -23.0% | -5.3% | -15.5% |
| 3M | -31.2% | +10.4% | -41.6% | -35.5% |
| 6M | -40.2% | +49.4% | -89.7% | -53.6% |
| YTD | +32.9% | +62.3% | -29.4% | -3.7% |
| 1Y | +39.1% | +73.7% | -34.6% | -2.6% |
| 3Y | +462.8% | +122.5% | +340.2% | +208.4% |
| 5Y | -13.9% | -43.2% | +29.3% | +8.1% |
| All | +239.5% | -9.4% | +248.9% | +297.3% |
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 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