+148.8%
HYG vs ILMN
+1,245.2%
-1,096.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | 0.0% |
| 7D | -0.4% | -2.9% | +2.5% | -0.2% |
| 30D | +0.7% | -23.8% | +24.5% | +2.6% |
| 3M | -2.1% | +7.5% | -9.6% | -3.2% |
| 6M | -0.8% | +42.8% | -43.6% | -4.3% |
| YTD | +0.3% | +57.8% | -57.6% | -4.3% |
| 1Y | +1.8% | +72.6% | -70.9% | -3.6% |
| 3Y | +24.1% | +129.3% | -105.2% | +12.8% |
| 5Y | +17.7% | -44.5% | +62.2% | +18.5% |
| 10Y | +56.8% | +54.5% | +2.2% | +42.0% |
| All | +148.8% | +1,245.2% | -1,096.4% | +80.7% |
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 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