-42.7%
ILMN vs THC
+266.8%
-309.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -9.8% | +8.8% | -18.6% | -11.6% |
| 30D | -22.7% | +10.0% | -32.8% | -24.5% |
| 3M | +12.1% | +11.7% | +0.4% | +8.8% |
| 6M | +51.5% | +52.5% | -1.0% | +35.4% |
| YTD | +63.9% | +46.1% | +17.8% | +46.5% |
| 1Y | +76.6% | +49.1% | +27.5% | +56.7% |
| 3Y | +124.6% | +439.6% | -315.0% | +25.3% |
| 5Y | -42.7% | +263.2% | -305.9% | -64.8% |
| All | -42.7% | +266.8% | -309.5% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling