-54.1%
ILMN vs HALO
+156.4%
-210.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.0% | -2.6% |
| 7D | -3.9% | -2.1% | -1.8% | -3.1% |
| 30D | +6.9% | +4.6% | +2.2% | +5.2% |
| 3M | +28.1% | +50.2% | -22.1% | +9.3% |
| 6M | +65.0% | +57.6% | +7.3% | +37.8% |
| YTD | +56.3% | +59.6% | -3.3% | +28.6% |
| 1Y | +108.7% | +41.2% | +67.5% | +79.6% |
| 3Y | +33.1% | +178.9% | -145.8% | -19.5% |
| 5Y | -54.1% | +160.1% | -214.2% | -74.2% |
| All | -54.1% | +156.4% | -210.5% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling