-43.8%
ILMN vs HDB
-23.2%
-20.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.4% |
| 7D | -2.9% | +2.7% | -5.6% | -3.7% |
| 30D | -23.8% | +14.1% | -38.0% | -27.5% |
| 3M | +7.5% | +11.8% | -4.4% | +2.6% |
| 6M | +42.8% | +8.2% | +34.6% | +37.2% |
| YTD | +57.8% | -29.3% | +87.1% | +78.8% |
| 1Y | +72.6% | -28.8% | +101.4% | +94.8% |
| 3Y | +129.3% | -7.5% | +136.8% | +118.4% |
| All | -43.8% | -23.2% | -20.7% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling