+359.8%
HUT vs ILMN
+88.1%
+271.8%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.5% | +12.1% | +13.3% |
| 7D | -11.4% | -9.7% | -1.7% | -5.6% |
| 30D | -41.0% | -20.4% | -20.6% | -33.2% |
| 3M | -41.9% | +10.0% | -51.9% | -44.4% |
| 6M | -51.7% | +49.5% | -101.2% | -60.3% |
| YTD | +14.6% | +62.5% | -47.9% | -11.1% |
| 1Y | +21.4% | +76.0% | -54.6% | -9.0% |
| 3Y | +359.8% | +94.2% | +265.7% | +213.7% |
| All | +359.8% | +88.1% | +271.8% | +213.7% |
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