+532.0%
ILMN vs HBM
+492.8%
+39.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +9.0% | -5.4% | +2.1% |
| 7D | -2.6% | +5.0% | -7.6% | -3.4% |
| 30D | -20.6% | -12.7% | -7.9% | -18.8% |
| 3M | +17.5% | -17.4% | +34.9% | +21.2% |
| 6M | +55.6% | -8.9% | +64.5% | +56.3% |
| YTD | +68.3% | +14.9% | +53.4% | +60.9% |
| 1Y | +81.1% | +41.4% | +39.7% | +67.1% |
| 3Y | +112.2% | +462.1% | -350.0% | +53.3% |
| 5Y | -42.6% | +224.0% | -266.6% | -56.4% |
| 10Y | +70.5% | +320.9% | -250.4% | +11.5% |
| All | +532.0% | +492.8% | +39.2% | +229.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling