+577.9%
HWM vs ILMN
-44.7%
+622.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.9% |
| 7D | +7.3% | -2.9% | +10.2% | +7.7% |
| 30D | +1.6% | -23.8% | +25.4% | +5.2% |
| 3M | -21.9% | +7.5% | -29.3% | -23.1% |
| 6M | -19.0% | +42.8% | -61.8% | -23.7% |
| YTD | +7.9% | +57.8% | -49.9% | -0.4% |
| 1Y | +9.9% | +72.6% | -62.7% | 0.0% |
| 3Y | +342.1% | +129.3% | +212.8% | +265.5% |
| All | +577.9% | -44.7% | +622.5% | +616.9% |
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