+93.9%
ILMN vs HIG
+12.7%
+81.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.4% | -7.3% | -4.1% |
| 7D | -21.6% | +6.2% | -27.8% | -19.9% |
| 30D | -22.9% | +9.4% | -32.3% | -20.8% |
| 3M | +11.6% | -2.3% | +13.9% | +13.0% |
| 6M | +62.5% | +4.2% | +58.4% | +66.4% |
| YTD | +72.7% | +1.6% | +71.1% | +77.2% |
| 1Y | +93.9% | +9.9% | +84.0% | +93.4% |
| All | +93.9% | +12.7% | +81.1% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling