+192.7%
HUT vs ILMN
-9.3%
+202.0%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +2.5% | +12.1% | +13.1% |
| 7D | -11.4% | -9.7% | -1.7% | -4.6% |
| 30D | -41.0% | -20.4% | -20.6% | -31.8% |
| 3M | -41.9% | +10.0% | -51.9% | -45.4% |
| 6M | -51.7% | +49.5% | -101.2% | -62.5% |
| YTD | +14.6% | +62.5% | -47.9% | -17.1% |
| 1Y | +21.4% | +76.0% | -54.6% | -15.7% |
| 3Y | +359.8% | +94.2% | +265.7% | +174.5% |
| 5Y | -27.5% | -46.3% | +18.8% | -6.4% |
| All | +192.7% | -9.3% | +202.0% | +242.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling