+1,352.0%
HWM vs ILMN
+56.8%
+1,295.2%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -8.2% | +2.3% | -4.3% |
| 7D | -2.4% | -28.3% | +25.8% | +3.7% |
| 30D | -13.3% | -24.0% | +10.7% | -8.9% |
| 3M | -31.0% | +4.1% | -35.1% | -32.3% |
| 6M | -17.1% | +49.6% | -66.7% | -24.8% |
| YTD | -1.9% | +58.6% | -60.4% | -12.8% |
| 1Y | -2.4% | +69.9% | -72.3% | -14.6% |
| 3Y | +322.2% | +82.9% | +239.3% | +244.7% |
| 5Y | +509.8% | -47.6% | +557.5% | +560.4% |
| 10Y | +1,453.8% | +58.8% | +1,395.0% | +1,094.6% |
| All | +1,352.0% | +56.8% | +1,295.2% | +1,040.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling