+217.0%
HUT vs ILMN
-6.0%
+223.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +6.2% |
| 7D | +3.7% | -2.6% | +6.2% | +6.7% |
| 30D | -32.3% | -20.6% | -11.7% | -21.6% |
| 3M | -35.6% | +17.5% | -53.1% | -41.8% |
| 6M | -42.1% | +55.6% | -97.7% | -56.0% |
| YTD | +24.1% | +68.3% | -44.2% | -11.9% |
| 1Y | +27.9% | +81.1% | -53.2% | -12.6% |
| 3Y | +409.1% | +112.2% | +297.0% | +187.8% |
| 5Y | -25.9% | -42.6% | +16.6% | -7.7% |
| All | +217.0% | -6.0% | +223.1% | +263.3% |
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