+423.2%
HUT vs ILMN
+135.0%
+288.2%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | +0.9% |
| 7D | -10.9% | -9.8% | -1.2% | -5.4% |
| 30D | -32.6% | -22.7% | -9.9% | -22.7% |
| 3M | -33.7% | +12.1% | -45.8% | -37.0% |
| 6M | -42.3% | +51.5% | -93.8% | -52.9% |
| YTD | +23.6% | +63.9% | -40.3% | -4.4% |
| 1Y | +20.4% | +76.6% | -56.2% | -9.7% |
| 3Y | +423.2% | +124.6% | +298.6% | +253.4% |
| All | +423.2% | +135.0% | +288.2% | +253.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling