-20.8%
HAL vs IONS
-27.6%
+6.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.1% | +9.0% | +1.4% |
| 7D | -6.5% | -30.3% | +23.8% | -1.5% |
| 30D | -2.1% | -37.7% | +35.6% | +5.0% |
| 3M | -4.9% | -50.5% | +45.6% | +5.6% |
| 6M | -19.3% | -62.8% | +43.5% | -6.9% |
| YTD | +14.3% | -64.4% | +78.7% | +32.5% |
| 1Y | +17.3% | -59.5% | +76.8% | +32.7% |
| 3Y | -10.9% | -39.2% | +28.3% | -10.3% |
| 5Y | +47.4% | -15.3% | +62.7% | +33.0% |
| 10Y | -20.8% | -31.2% | +10.4% | -20.0% |
| All | -20.8% | -27.6% | +6.8% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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