+105.3%
HAL vs ILMN
-51.8%
+157.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ILMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +2.9% | +1.2% | +1.7% | +2.8% |
| 30D | +17.0% | +9.2% | +7.9% | +15.6% |
| 3M | -9.7% | +29.8% | -39.5% | -12.9% |
| 6M | +8.6% | +69.2% | -60.6% | +0.6% |
| YTD | +33.0% | +66.4% | -33.4% | +23.0% |
| 1Y | +68.3% | +123.4% | -55.1% | +47.6% |
| 3Y | +0.1% | +33.2% | -33.1% | -8.3% |
| All | +105.3% | -51.8% | +157.1% | +89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling