+536.9%
HWM vs ILMN
-46.1%
+583.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.5% | 0.0% | +2.1% |
| 7D | +3.3% | -9.7% | +13.0% | +4.8% |
| 30D | -7.6% | -20.4% | +12.8% | -4.9% |
| 3M | -28.9% | +10.0% | -38.9% | -30.3% |
| 6M | -19.7% | +49.5% | -69.1% | -24.8% |
| YTD | +0.5% | +62.5% | -62.0% | -7.6% |
| 1Y | +0.3% | +76.0% | -75.7% | -9.0% |
| 3Y | +325.8% | +94.2% | +231.7% | +263.8% |
| All | +536.9% | -46.1% | +583.1% | +570.5% |
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