+41.2%
ILMN vs HRB
+38.9%
+2.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.2% |
| 7D | +1.2% | -5.7% | +6.9% | +1.8% |
| 30D | +9.2% | +7.9% | +1.3% | +8.3% |
| 3M | +29.8% | +32.1% | -2.3% | +25.7% |
| 6M | +69.2% | +62.2% | +7.0% | +59.2% |
| YTD | +66.4% | +16.4% | +50.0% | +64.7% |
| 1Y | +123.4% | -0.3% | +123.7% | +126.6% |
| All | +41.2% | +38.9% | +2.3% | +30.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling