+27.8%
ILMN vs HIG
+314.4%
-286.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.7% | -3.5% | -3.1% |
| 7D | -3.9% | -0.5% | -3.4% | -3.7% |
| 30D | +6.9% | -2.8% | +9.7% | +7.7% |
| 3M | +28.1% | +6.3% | +21.8% | +25.6% |
| 6M | +65.0% | -0.1% | +65.1% | +64.3% |
| YTD | +56.3% | +0.4% | +55.9% | +55.1% |
| 1Y | +108.7% | +6.2% | +102.5% | +103.3% |
| 3Y | +33.1% | +101.6% | -68.5% | +5.8% |
| 5Y | -54.1% | +119.8% | -174.0% | -64.7% |
| 10Y | +27.8% | +311.7% | -283.9% | -31.3% |
| All | +27.8% | +314.4% | -286.5% | -31.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling