-53.1%
ILMN vs HBM
+369.9%
-423.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +5.8% | -9.0% | -4.6% |
| 7D | +1.9% | +7.4% | -5.5% | +0.2% |
| 30D | +12.3% | +5.1% | +7.2% | +11.0% |
| 3M | +33.5% | +11.1% | +22.4% | +28.9% |
| 6M | +69.4% | +30.2% | +39.2% | +55.3% |
| YTD | +60.9% | +46.2% | +14.7% | +41.5% |
| 1Y | +115.0% | +120.0% | -5.1% | +68.9% |
| 3Y | +37.0% | +527.4% | -490.4% | -22.6% |
| 5Y | -53.1% | +400.4% | -453.5% | -72.3% |
| All | -53.1% | +369.9% | -423.0% | -72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling