+71.3%
HL vs IONS
+162.2%
-90.9%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | -9.1% | +1.8% | -6.5% |
| 7D | +8.2% | -30.3% | +38.4% | +11.3% |
| 30D | -16.3% | -37.7% | +21.5% | -13.0% |
| 3M | -18.6% | -50.5% | +31.9% | -13.7% |
| 6M | -23.2% | -62.8% | +39.6% | -16.9% |
| YTD | -25.5% | -64.4% | +38.9% | -19.0% |
| 1Y | -4.8% | -59.5% | +54.7% | +2.4% |
| 3Y | +281.4% | -39.2% | +320.6% | +290.8% |
| 5Y | +137.8% | -15.3% | +153.2% | +135.8% |
| 10Y | +135.5% | -31.2% | +166.6% | +130.2% |
| All | +71.3% | +162.2% | -90.9% | +37.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling