-16.8%
HAL vs ILMN
+59.3%
-76.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.9% | +4.3% | +3.6% |
| 7D | -0.2% | -6.0% | +5.8% | +1.0% |
| 30D | +1.0% | -23.0% | +24.1% | +6.0% |
| 3M | -2.1% | +10.4% | -12.5% | -5.7% |
| 6M | -17.5% | +49.4% | -66.9% | -26.2% |
| YTD | +18.1% | +62.3% | -44.2% | +2.4% |
| 1Y | +19.7% | +73.7% | -53.9% | +2.1% |
| 3Y | -7.9% | +122.5% | -130.4% | -30.2% |
| 5Y | +53.1% | -43.2% | +96.2% | +61.0% |
| 10Y | -16.8% | +59.0% | -75.7% | -28.0% |
| All | -16.8% | +59.3% | -76.1% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ILMN.
Daily Out/Under-Performance
Portfolio return minus ILMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ILMN 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 ILMN 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