+5,827.8%
ILMN vs HALO
+2,259.3%
+3,568.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.9% | -3.2% | +0.4% | -2.2% |
| 30D | -23.8% | -14.2% | -9.7% | -21.6% |
| 3M | +7.5% | -0.4% | +7.9% | +7.1% |
| 6M | +42.8% | +43.2% | -0.4% | +30.6% |
| YTD | +57.8% | +49.0% | +8.8% | +42.4% |
| 1Y | +72.6% | +40.8% | +31.8% | +57.4% |
| 3Y | +129.3% | +167.4% | -38.0% | +78.2% |
| 5Y | -44.5% | +157.4% | -201.9% | -56.9% |
| 10Y | +54.5% | +697.1% | -642.5% | -8.3% |
| All | +5,827.8% | +2,259.3% | +3,568.5% | +2,115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling