+94.2%
ILMN vs HRB
+36.2%
+57.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.2% | +6.7% | +2.6% |
| 7D | -9.7% | +2.7% | -12.4% | -9.8% |
| 30D | -20.4% | +22.1% | -42.5% | -21.6% |
| 3M | +10.0% | +15.7% | -5.7% | +8.9% |
| 6M | +49.5% | +83.3% | -33.9% | +39.8% |
| YTD | +62.5% | +25.0% | +37.5% | +60.5% |
| 1Y | +76.0% | +6.9% | +69.0% | +78.0% |
| 3Y | +94.2% | +39.0% | +55.1% | +88.5% |
| All | +94.2% | +36.2% | +57.9% | +88.5% |
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 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