+58.0%
ILMN vs HIG
+260.2%
-202.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | +0.7% | -0.1% | +0.9% | +0.7% |
| 30D | -22.7% | +4.4% | -27.1% | -23.8% |
| 3M | +8.6% | 0.0% | +8.6% | +8.1% |
| 6M | +43.8% | +3.8% | +40.0% | +41.2% |
| YTD | +59.8% | +0.7% | +59.1% | +57.8% |
| 1Y | +71.8% | +5.0% | +66.8% | +67.5% |
| 3Y | +119.0% | +95.3% | +23.6% | +75.9% |
| 5Y | -43.8% | +110.8% | -154.6% | -56.3% |
| All | +58.0% | +260.2% | -202.2% | +1.5% |
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