-18.6%
HAL vs ILMN
+60.6%
-79.1%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.5% | -2.7% | -0.8% |
| 7D | -12.0% | -9.7% | -2.3% | -10.1% |
| 30D | +0.3% | -20.4% | +20.7% | +4.4% |
| 3M | -1.6% | +10.0% | -11.6% | -5.1% |
| 6M | -20.5% | +49.5% | -70.0% | -28.9% |
| YTD | +14.2% | +62.5% | -48.3% | -0.9% |
| 1Y | +18.9% | +76.0% | -57.1% | +1.1% |
| 3Y | -13.7% | +94.2% | -107.9% | -32.2% |
| 5Y | +42.2% | -46.3% | +88.5% | +52.8% |
| All | -18.6% | +60.6% | -79.1% | -30.0% |
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