+1,045.4%
ILMN vs HUBB
+3,633.5%
-2,588.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +9.2% | -10.0% | +19.2% | +15.0% |
| 3M | +29.8% | -4.8% | +34.6% | +31.4% |
| 6M | +69.2% | -5.6% | +74.8% | +70.0% |
| YTD | +66.4% | +4.7% | +61.7% | +57.0% |
| 1Y | +123.4% | +6.7% | +116.7% | +107.9% |
| 3Y | +33.2% | +45.8% | -12.6% | +1.3% |
| 5Y | -52.0% | +145.9% | -197.9% | -73.4% |
| 10Y | +33.6% | +418.6% | -385.0% | -54.7% |
| All | +1,045.4% | +3,633.5% | -2,588.1% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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