+5.1%
ILMN vs USHY
+48.7%
-43.7%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.2% |
| 7D | -6.0% | -0.2% | -5.8% | -5.5% |
| 30D | -23.0% | +0.5% | -23.5% | -23.7% |
| 3M | +10.4% | -1.2% | +11.6% | +13.4% |
| 6M | +49.4% | -0.1% | +49.5% | +50.0% |
| YTD | +62.3% | +1.1% | +61.2% | +59.0% |
| 1Y | +73.7% | +2.0% | +71.7% | +67.1% |
| 3Y | +122.5% | +25.8% | +96.7% | +42.0% |
| 5Y | -43.2% | +20.4% | -63.5% | -59.8% |
| All | +5.1% | +48.7% | -43.7% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling