+76.6%
ILMN vs HIG
+9.1%
+67.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -1.9% |
| 7D | -9.8% | +2.1% | -11.9% | -9.0% |
| 30D | -22.7% | +6.7% | -29.5% | -21.1% |
| 3M | +12.1% | -1.9% | +14.0% | +13.4% |
| 6M | +51.5% | +5.3% | +46.1% | +55.0% |
| YTD | +63.9% | +1.3% | +62.5% | +68.0% |
| 1Y | +76.6% | +7.2% | +69.4% | +78.3% |
| All | +76.6% | +9.1% | +67.5% | +78.3% |
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 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