+1,028.0%
ILMN vs HIG
+268.5%
+759.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.8% | -3.1% |
| 7D | -9.8% | +2.1% | -11.9% | -10.2% |
| 30D | -22.7% | +6.7% | -29.5% | -23.9% |
| 3M | +12.1% | -1.9% | +14.0% | +12.1% |
| 6M | +51.5% | +5.3% | +46.1% | +49.1% |
| YTD | +63.9% | +1.3% | +62.5% | +62.2% |
| 1Y | +76.6% | +7.2% | +69.4% | +72.9% |
| 3Y | +124.6% | +96.6% | +28.0% | +94.1% |
| 5Y | -42.7% | +110.0% | -152.7% | -51.3% |
| 10Y | +59.7% | +268.4% | -208.7% | +17.2% |
| All | +1,028.0% | +268.5% | +759.5% | +604.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling