+58.0%
ILMN vs HRB
+226.2%
-168.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.5% |
| 7D | +0.7% | -7.8% | +8.5% | +2.2% |
| 30D | -22.7% | +15.7% | -38.5% | -25.3% |
| 3M | +8.6% | -5.5% | +14.1% | +9.2% |
| 6M | +43.8% | +41.1% | +2.7% | +32.0% |
| YTD | +59.8% | +20.4% | +39.4% | +50.4% |
| 1Y | +71.8% | +15.2% | +56.6% | +63.2% |
| 3Y | +119.0% | +24.3% | +94.7% | +100.7% |
| 5Y | -43.8% | +144.7% | -188.5% | -56.2% |
| All | +58.0% | +226.2% | -168.3% | +14.5% |
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