+27.8%
ILMN vs HBM
+625.8%
-598.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | -3.9% | +5.5% | -9.4% | -4.9% |
| 30D | +6.9% | +3.3% | +3.6% | +6.2% |
| 3M | +28.1% | +12.7% | +15.5% | +24.2% |
| 6M | +65.0% | +28.2% | +36.8% | +54.3% |
| YTD | +56.3% | +45.3% | +11.0% | +41.5% |
| 1Y | +108.7% | +121.7% | -13.0% | +73.2% |
| 3Y | +33.1% | +523.5% | -490.4% | -12.1% |
| 5Y | -54.1% | +393.9% | -448.0% | -69.6% |
| 10Y | +27.8% | +647.9% | -620.1% | -32.1% |
| All | +27.8% | +625.8% | -598.0% | -32.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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