+6,148.8%
ILMN vs HALO
+2,492.7%
+3,656.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +1.2% | +4.6% | -3.4% | +0.2% |
| 30D | +9.2% | +31.8% | -22.6% | +2.2% |
| 3M | +29.8% | +53.9% | -24.1% | +17.5% |
| 6M | +69.2% | +57.4% | +11.8% | +52.2% |
| YTD | +66.4% | +63.7% | +2.6% | +47.8% |
| 1Y | +123.4% | +50.1% | +73.3% | +101.9% |
| 3Y | +33.2% | +157.3% | -124.2% | +4.6% |
| 5Y | -52.0% | +161.0% | -213.0% | -62.7% |
| 10Y | +33.6% | +1,018.7% | -985.1% | -25.9% |
| All | +6,148.8% | +2,492.7% | +3,656.0% | +2,199.2% |
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 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