+563.0%
HWM vs ILMN
-43.3%
+606.4%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.6% | +1.5% | +4.6% |
| 7D | +1.6% | -2.6% | +4.2% | +2.0% |
| 30D | -3.9% | -20.6% | +16.7% | -1.1% |
| 3M | -23.2% | +17.5% | -40.7% | -25.4% |
| 6M | -20.0% | +55.6% | -75.6% | -25.5% |
| YTD | +5.7% | +68.3% | -62.6% | -3.3% |
| 1Y | +4.9% | +81.1% | -76.3% | -5.2% |
| 3Y | +347.0% | +112.2% | +234.8% | +276.0% |
| 5Y | +563.0% | -42.6% | +605.6% | +597.5% |
| All | +563.0% | -43.3% | +606.4% | +597.5% |
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