+9.0%
HWM vs ILMN
+70.7%
-61.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +11.1% | +0.7% | +10.4% | +11.1% |
| 30D | +3.0% | -22.7% | +25.7% | +4.7% |
| 3M | -20.7% | +8.6% | -29.3% | -19.4% |
| 6M | -17.2% | +43.8% | -61.0% | -15.7% |
| YTD | +9.1% | +59.8% | -50.7% | +7.9% |
| 1Y | +9.0% | +71.8% | -62.8% | +5.3% |
| All | +9.0% | +70.7% | -61.6% | +5.3% |
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 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