+27.6%
ILMN vs HDB
+34.0%
-6.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.0% | -0.3% | -2.2% |
| 7D | +1.9% | -2.0% | +3.9% | +2.7% |
| 30D | +12.3% | -4.9% | +17.2% | +14.1% |
| 3M | +33.5% | -2.3% | +35.9% | +34.1% |
| 6M | +69.4% | -23.7% | +93.1% | +84.4% |
| YTD | +60.9% | -38.5% | +99.4% | +88.3% |
| 1Y | +115.0% | -36.5% | +151.4% | +147.6% |
| 3Y | +37.0% | -28.5% | +65.5% | +48.0% |
| 5Y | -53.1% | -37.4% | -15.8% | -47.9% |
| 10Y | +27.6% | +34.0% | -6.5% | +12.2% |
| All | +27.6% | +34.0% | -6.4% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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