+4.4%
HWM vs ILMN
+92.1%
-87.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -4.9% | +0.6% | -4.0% |
| 7D | +9.4% | -21.6% | +31.0% | +10.7% |
| 30D | -7.0% | -22.9% | +15.9% | -5.9% |
| 3M | -25.9% | +11.6% | -37.5% | -25.1% |
| 6M | -10.8% | +62.5% | -73.4% | -9.9% |
| YTD | +4.3% | +72.7% | -68.4% | +2.7% |
| 1Y | +4.4% | +93.9% | -89.5% | -1.8% |
| All | +4.4% | +92.1% | -87.8% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling