+93.9%
ILMN vs USHY
+1.9%
+92.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.7% | -5.6% | -6.6% |
| 7D | -21.6% | -0.2% | -21.4% | -20.9% |
| 30D | -22.9% | +0.7% | -23.5% | -23.8% |
| 3M | +11.6% | -2.2% | +13.8% | +19.1% |
| 6M | +62.5% | -0.9% | +63.4% | +67.6% |
| YTD | +72.7% | +0.2% | +72.6% | +71.0% |
| 1Y | +93.9% | +1.7% | +92.1% | +77.6% |
| All | +93.9% | +1.9% | +92.0% | +77.6% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling