+741.5%
HWM vs ILMN
-51.8%
+793.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | -2.1% | +1.2% | -3.3% | -2.3% |
| 30D | -11.0% | +9.2% | -20.2% | -12.2% |
| 3M | +4.0% | +29.8% | -25.8% | 0.0% |
| 6M | -0.2% | +69.2% | -69.4% | -7.8% |
| YTD | +26.7% | +66.4% | -39.7% | +16.8% |
| 1Y | +44.7% | +123.4% | -78.7% | +26.6% |
| 3Y | +426.1% | +33.2% | +392.9% | +386.6% |
| All | +741.5% | -51.8% | +793.3% | +741.7% |
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