+132.2%
ILMN vs HDB
-7.9%
+140.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.4% |
| 7D | +0.7% | +4.1% | -3.3% | +0.2% |
| 30D | -22.7% | +13.0% | -35.7% | -24.1% |
| 3M | +8.6% | +11.3% | -2.6% | +6.8% |
| 6M | +43.8% | +6.9% | +36.9% | +42.3% |
| YTD | +59.8% | -29.6% | +89.4% | +71.3% |
| 1Y | +71.8% | -29.5% | +101.3% | +84.1% |
| All | +132.2% | -7.9% | +140.1% | +107.6% |
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