+5,900.5%
ILMN vs HALO
+2,268.7%
+3,631.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.4% |
| 7D | +0.7% | -18.1% | +18.9% | +4.7% |
| 30D | -22.7% | -8.2% | -14.6% | -21.6% |
| 3M | +8.6% | -1.1% | +9.7% | +8.4% |
| 6M | +43.8% | +41.9% | +1.9% | +31.8% |
| YTD | +59.8% | +49.6% | +10.2% | +44.0% |
| 1Y | +71.8% | +42.5% | +29.3% | +56.3% |
| 3Y | +119.0% | +170.3% | -51.3% | +69.8% |
| 5Y | -43.8% | +158.4% | -202.2% | -56.4% |
| 10Y | +56.4% | +700.2% | -643.8% | -7.3% |
| All | +5,900.5% | +2,268.7% | +3,631.8% | +2,140.6% |
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 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