-14.9%
HAL vs ILMN
+54.3%
-69.2%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.4% |
| 7D | +6.1% | -2.9% | +9.0% | +6.7% |
| 30D | +2.9% | -23.8% | +26.7% | +8.2% |
| 3M | +3.3% | +7.5% | -4.1% | +0.1% |
| 6M | -16.9% | +42.8% | -59.7% | -25.0% |
| YTD | +21.2% | +57.8% | -36.6% | +5.7% |
| 1Y | +27.5% | +72.6% | -45.1% | +8.8% |
| 3Y | -6.4% | +129.3% | -135.8% | -29.7% |
| 5Y | +58.0% | -44.5% | +102.5% | +67.0% |
| All | -14.9% | +54.3% | -69.2% | -25.7% |
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