+3,521.4%
ILMN vs HDB
+4,142.9%
-621.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.8% | +0.7% | +2.0% |
| 7D | -9.7% | +13.3% | -23.0% | -13.0% |
| 30D | -20.4% | +13.6% | -34.0% | -23.5% |
| 3M | +10.0% | +5.8% | +4.3% | +7.5% |
| 6M | +49.5% | -1.9% | +51.4% | +48.6% |
| YTD | +62.5% | -31.2% | +93.7% | +77.7% |
| 1Y | +76.0% | -29.6% | +105.5% | +91.1% |
| 3Y | +94.2% | -10.1% | +104.3% | +93.5% |
| 5Y | -46.3% | -24.3% | -22.0% | -44.0% |
| 10Y | +62.7% | +59.3% | +3.5% | +33.0% |
| All | +3,521.4% | +4,142.9% | -621.5% | +1,342.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling