+70.5%
ILMN vs HAS
+106.1%
-35.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.7% | +1.9% | +3.0% |
| 7D | -2.6% | +2.2% | -4.7% | -3.2% |
| 30D | -20.6% | +29.6% | -50.2% | -27.1% |
| 3M | +17.5% | +30.3% | -12.8% | +7.6% |
| 6M | +55.6% | +25.6% | +30.0% | +43.4% |
| YTD | +68.3% | +50.8% | +17.5% | +45.1% |
| 1Y | +81.1% | +63.0% | +18.1% | +52.0% |
| 3Y | +112.2% | +211.6% | -99.4% | +42.6% |
| 5Y | -42.6% | +50.4% | -93.0% | -52.8% |
| 10Y | +70.5% | +101.9% | -31.4% | +23.7% |
| All | +70.5% | +106.1% | -35.6% | +23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling