+153.5%
HYG vs ILMN
+1,318.0%
-1,164.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | -0.2% | +1.2% | -1.4% | -0.3% |
| 30D | +0.1% | +9.2% | -9.1% | -0.7% |
| 3M | +0.7% | +29.8% | -29.2% | -1.6% |
| 6M | +1.5% | +69.2% | -67.7% | -3.1% |
| YTD | +2.2% | +66.4% | -64.2% | -2.5% |
| 1Y | +3.9% | +123.4% | -119.5% | -3.6% |
| 3Y | +26.0% | +33.2% | -7.2% | +20.4% |
| 5Y | +19.2% | -52.0% | +71.1% | +21.9% |
| 10Y | +54.8% | +33.6% | +21.2% | +42.0% |
| All | +153.5% | +1,318.0% | -1,164.5% | +84.2% |
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