+59.7%
ILMN vs HBM
+301.8%
-242.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.7% | +1.0% | -1.9% |
| 7D | -9.8% | +2.4% | -12.2% | -10.2% |
| 30D | -22.7% | -16.0% | -6.8% | -20.0% |
| 3M | +12.1% | -21.3% | +33.4% | +17.3% |
| 6M | +51.5% | -12.2% | +63.7% | +53.3% |
| YTD | +63.9% | +10.7% | +53.2% | +56.2% |
| 1Y | +76.6% | +30.3% | +46.3% | +62.7% |
| 3Y | +124.6% | +432.2% | -307.7% | +52.8% |
| 5Y | -42.7% | +218.8% | -261.5% | -59.0% |
| 10Y | +59.7% | +281.4% | -221.7% | -5.3% |
| All | +59.7% | +301.8% | -242.1% | -5.3% |
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