+3,607.9%
ILMN vs HDB
+3,812.1%
-204.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.0% |
| 3M | +29.8% | -3.5% | +33.4% | +30.8% |
| 6M | +69.2% | -24.7% | +93.9% | +82.1% |
| YTD | +66.4% | -36.6% | +102.9% | +87.4% |
| 1Y | +123.4% | -34.4% | +157.8% | +148.4% |
| 3Y | +33.2% | -24.4% | +57.6% | +40.4% |
| 5Y | -52.0% | -35.4% | -16.6% | -47.4% |
| 10Y | +33.6% | +39.5% | -5.9% | +14.0% |
| All | +3,607.9% | +3,812.1% | -204.2% | +1,421.4% |
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