+55.2%
HYG vs ILMN
+25.5%
+29.7%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.4% | -0.3% |
| 7D | -0.7% | -9.2% | +8.5% | 0.0% |
| 30D | -0.6% | +4.4% | -4.9% | -1.0% |
| 3M | +0.4% | +23.9% | -23.5% | -1.5% |
| 6M | +1.2% | +64.5% | -63.3% | -3.1% |
| YTD | +1.5% | +53.5% | -52.0% | -2.5% |
| 1Y | +3.2% | +110.8% | -107.6% | -4.0% |
| 3Y | +25.9% | +30.7% | -4.8% | +20.5% |
| 5Y | +18.6% | -54.8% | +73.4% | +22.9% |
| All | +55.2% | +25.5% | +29.7% | +46.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling