+1,045.4%
ILMN vs HRB
+1,357.8%
-312.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.4% |
| 7D | +1.2% | -5.7% | +6.9% | +3.0% |
| 30D | +9.2% | +7.9% | +1.3% | +6.1% |
| 3M | +29.8% | +32.1% | -2.3% | +17.8% |
| 6M | +69.2% | +62.2% | +7.0% | +41.6% |
| YTD | +66.4% | +16.4% | +50.0% | +53.8% |
| 1Y | +123.4% | -0.3% | +123.7% | +116.0% |
| 3Y | +33.2% | +36.0% | -2.9% | +13.7% |
| 5Y | -52.0% | +125.2% | -177.2% | -66.0% |
| 10Y | +33.6% | +237.7% | -204.1% | -26.6% |
| All | +1,045.4% | +1,357.8% | -312.4% | +131.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling