+2.9%
HAL vs ILMN
+33.5%
-30.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +2.9% | +1.2% | +1.7% | +2.6% |
| 30D | +17.0% | +9.2% | +7.9% | +14.6% |
| 3M | -9.7% | +29.8% | -39.5% | -15.2% |
| 6M | +8.6% | +69.2% | -60.6% | -4.6% |
| YTD | +33.0% | +66.4% | -33.4% | +16.6% |
| 1Y | +68.3% | +123.4% | -55.1% | +35.6% |
| 3Y | +0.1% | +33.2% | -33.1% | -11.9% |
| 5Y | +102.6% | -52.0% | +154.6% | +127.5% |
| All | +2.9% | +33.5% | -30.7% | -15.0% |
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