+94.2%
ILMN vs HDB
-11.1%
+105.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.2% |
| 7D | -9.7% | +13.3% | -23.0% | -11.2% |
| 30D | -20.4% | +13.6% | -34.0% | -21.9% |
| 3M | +10.0% | +5.8% | +4.3% | +9.2% |
| 6M | +49.5% | -1.9% | +51.4% | +50.2% |
| YTD | +62.5% | -31.2% | +93.7% | +74.0% |
| 1Y | +76.0% | -29.6% | +105.5% | +87.4% |
| 3Y | +94.2% | -10.1% | +104.3% | +75.9% |
| All | +94.2% | -11.1% | +105.3% | +75.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling