+73.7%
ILMN vs USHY
+2.1%
+71.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.1% | -1.3% |
| 7D | -6.0% | -0.2% | -5.8% | -5.3% |
| 30D | -23.0% | +0.5% | -23.5% | -23.6% |
| 3M | +10.4% | -1.2% | +11.6% | +14.7% |
| 6M | +49.4% | -0.1% | +49.5% | +51.1% |
| YTD | +62.3% | +1.1% | +61.2% | +56.6% |
| 1Y | +73.7% | +2.0% | +71.7% | +60.8% |
| All | +73.7% | +2.1% | +71.6% | +60.8% |
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