-18.9%
HUT vs ILMN
-44.2%
+25.4%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.5% |
| 7D | +34.9% | +0.7% | +34.1% | +34.5% |
| 30D | -25.9% | -22.7% | -3.1% | -11.8% |
| 3M | -31.7% | +8.6% | -40.3% | -35.8% |
| 6M | -42.2% | +43.8% | -86.1% | -55.2% |
| YTD | +34.9% | +59.8% | -24.9% | -4.6% |
| 1Y | +48.5% | +71.8% | -23.3% | +0.8% |
| 3Y | +471.2% | +119.0% | +352.2% | +185.7% |
| 5Y | -18.9% | -43.8% | +24.9% | +25.1% |
| All | -18.9% | -44.2% | +25.4% | +25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling