+1,523.0%
HWM vs ILMN
+60.6%
+1,462.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | 0.0% | +2.0% |
| 7D | +3.3% | -9.7% | +13.0% | +5.4% |
| 30D | -7.6% | -20.4% | +12.8% | -3.8% |
| 3M | -28.9% | +10.0% | -38.9% | -31.0% |
| 6M | -19.7% | +49.5% | -69.1% | -27.0% |
| YTD | +0.5% | +62.5% | -62.0% | -11.0% |
| 1Y | +0.3% | +76.0% | -75.7% | -12.8% |
| 3Y | +325.8% | +94.2% | +231.7% | +243.3% |
| 5Y | +524.7% | -46.3% | +571.1% | +573.0% |
| All | +1,523.0% | +60.6% | +1,462.4% | +1,177.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling