+86.3%
HUT vs ILMN
-51.8%
+138.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +7.2% |
| 7D | +17.8% | +1.2% | +16.6% | +16.9% |
| 30D | +0.8% | +9.2% | -8.3% | -4.8% |
| 3M | -26.8% | +29.8% | -56.6% | -38.8% |
| 6M | +72.6% | +69.2% | +3.4% | +21.4% |
| YTD | +103.6% | +66.4% | +37.2% | +41.2% |
| 1Y | +265.3% | +123.4% | +141.9% | +101.0% |
| 3Y | +689.4% | +33.2% | +656.2% | +495.5% |
| All | +86.3% | -51.8% | +138.2% | +213.4% |
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 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