-51.4%
ILMN vs HDB
-35.4%
-16.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.1% | -1.4% |
| 7D | +1.2% | +0.4% | +0.8% | +1.1% |
| 30D | +9.2% | -2.8% | +12.0% | +10.2% |
| 3M | +29.8% | -3.5% | +33.4% | +31.0% |
| 6M | +69.2% | -24.7% | +93.9% | +87.2% |
| YTD | +66.4% | -36.6% | +102.9% | +96.7% |
| 1Y | +123.4% | -34.4% | +157.8% | +158.7% |
| 3Y | +33.2% | -24.4% | +57.6% | +39.7% |
| All | -51.4% | -35.4% | -16.0% | -48.7% |
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