-53.1%
ILMN vs HIG
+122.5%
-175.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.7% |
| 7D | +1.9% | -1.1% | +3.0% | +2.3% |
| 30D | +12.3% | -4.9% | +17.2% | +13.9% |
| 3M | +33.5% | +6.8% | +26.8% | +30.6% |
| 6M | +69.4% | -1.7% | +71.0% | +69.6% |
| YTD | +60.9% | -0.2% | +61.1% | +60.0% |
| 1Y | +115.0% | +5.7% | +109.3% | +108.8% |
| 3Y | +37.0% | +100.3% | -63.3% | +2.0% |
| 5Y | -53.1% | +118.5% | -171.6% | -67.5% |
| All | -53.1% | +122.5% | -175.7% | -67.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling