+524.7%
ILMN vs HBM
+613.3%
-88.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.6% | -1.4% |
| 7D | +1.2% | -6.4% | +7.6% | +2.3% |
| 30D | +9.2% | +5.9% | +3.3% | +8.2% |
| 3M | +29.8% | -8.9% | +38.8% | +30.7% |
| 6M | +69.2% | +10.7% | +58.5% | +63.8% |
| YTD | +66.4% | +38.3% | +28.1% | +54.4% |
| 1Y | +123.4% | +121.3% | +2.1% | +91.2% |
| 3Y | +33.2% | +450.6% | -417.4% | -3.8% |
| 5Y | -52.0% | +338.0% | -390.0% | -65.3% |
| 10Y | +33.6% | +578.6% | -545.0% | -18.4% |
| All | +524.7% | +613.3% | -88.6% | +216.5% |
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