+56.0%
ILMN vs HBM
+281.1%
-225.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.0% |
| 7D | -2.9% | +2.2% | -5.1% | -3.3% |
| 30D | -23.8% | -11.8% | -12.0% | -21.8% |
| 3M | +7.5% | -19.2% | +26.7% | +12.0% |
| 6M | +42.8% | -22.9% | +65.7% | +48.1% |
| YTD | +57.8% | +7.8% | +50.0% | +51.2% |
| 1Y | +72.6% | +34.9% | +37.7% | +58.1% |
| 3Y | +129.3% | +422.2% | -292.9% | +56.6% |
| 5Y | -44.5% | +192.8% | -237.3% | -59.7% |
| All | +56.0% | +281.1% | -225.1% | -6.1% |
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