-53.1%
ILMN vs USHY
+21.9%
-75.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.2% |
| 7D | +1.9% | 0.0% | +1.9% | +1.8% |
| 30D | +12.3% | 0.0% | +12.3% | +12.4% |
| 3M | +33.5% | +1.2% | +32.4% | +29.7% |
| 6M | +69.4% | +2.6% | +66.7% | +58.6% |
| YTD | +60.9% | +2.4% | +58.5% | +51.2% |
| 1Y | +115.0% | +4.2% | +110.7% | +93.3% |
| 3Y | +37.0% | +28.0% | +9.0% | -25.0% |
| 5Y | -53.1% | +21.8% | -74.9% | -67.4% |
| All | -53.1% | +21.9% | -75.0% | -67.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling