+132.2%
ILMN vs HALO
+171.2%
-39.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | +0.7% | -18.1% | +18.9% | +5.5% |
| 30D | -22.7% | -8.2% | -14.6% | -21.5% |
| 3M | +8.6% | -1.1% | +9.7% | +8.2% |
| 6M | +43.8% | +41.9% | +1.9% | +27.8% |
| YTD | +59.8% | +49.6% | +10.2% | +38.1% |
| 1Y | +71.8% | +42.5% | +29.3% | +50.6% |
| All | +132.2% | +171.2% | -39.0% | +59.8% |
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