+37.0%
ILMN vs HALO
+176.9%
-139.9%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.8% |
| 7D | +1.9% | +0.5% | +1.3% | +1.8% |
| 30D | +12.3% | +5.0% | +7.3% | +10.8% |
| 3M | +33.5% | +53.1% | -19.6% | +17.2% |
| 6M | +69.4% | +60.8% | +8.6% | +46.1% |
| YTD | +60.9% | +60.9% | 0.0% | +37.4% |
| 1Y | +115.0% | +42.8% | +72.2% | +90.4% |
| 3Y | +37.0% | +181.3% | -144.2% | -8.6% |
| All | +37.0% | +176.9% | -139.9% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 3y: compounded portfolio wealth divided by compounded HALO 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…
3y analysis · Full analysis span regression · 6 months rolling