+31.6%
ILMN vs HRB
+210.7%
-179.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -2.0% |
| 7D | +1.9% | -9.1% | +11.0% | +3.9% |
| 30D | +12.3% | +0.3% | +12.0% | +11.9% |
| 3M | +33.5% | +23.4% | +10.2% | +26.8% |
| 6M | +69.4% | +45.1% | +24.2% | +53.8% |
| YTD | +60.9% | +8.9% | +52.0% | +55.4% |
| 1Y | +115.0% | -7.9% | +122.9% | +115.2% |
| 3Y | +37.0% | +27.9% | +9.1% | +24.6% |
| 5Y | -53.1% | +108.3% | -161.5% | -62.1% |
| All | +31.6% | +210.7% | -179.1% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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