+94.2%
ILMN vs HBM
+348.5%
-254.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +2.1% |
| 7D | -9.7% | -3.6% | -6.0% | -8.9% |
| 30D | -20.4% | -19.2% | -1.2% | -16.6% |
| 3M | +10.0% | -20.5% | +30.5% | +15.5% |
| 6M | +49.5% | -12.8% | +62.3% | +51.6% |
| YTD | +62.5% | +5.4% | +57.1% | +54.7% |
| 1Y | +76.0% | +33.0% | +43.0% | +57.8% |
| 3Y | +94.2% | +357.3% | -263.2% | +4.7% |
| All | +94.2% | +348.5% | -254.4% | +4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling