+1,045.4%
ILMN vs HIG
+270.0%
+775.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +1.2% | +0.3% | +0.9% | +1.2% |
| 30D | +9.2% | -3.2% | +12.4% | +9.8% |
| 3M | +29.8% | +9.1% | +20.7% | +27.4% |
| 6M | +69.2% | -1.8% | +71.0% | +69.3% |
| YTD | +66.4% | +1.8% | +64.6% | +65.1% |
| 1Y | +123.4% | +4.6% | +118.8% | +120.3% |
| 3Y | +33.2% | +101.6% | -68.5% | +14.8% |
| 5Y | -52.0% | +124.5% | -176.5% | -59.6% |
| 10Y | +33.6% | +317.8% | -284.2% | -3.8% |
| All | +1,045.4% | +270.0% | +775.4% | +616.6% |
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