+59.8%
ILMN vs HAS
+101.4%
-41.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.5% | +3.0% | +2.6% |
| 7D | -9.7% | -0.2% | -9.5% | -9.7% |
| 30D | -20.4% | +31.0% | -51.4% | -27.2% |
| 3M | +10.0% | +30.7% | -20.6% | +0.6% |
| 6M | +49.5% | +23.9% | +25.6% | +38.4% |
| YTD | +62.5% | +48.3% | +14.2% | +40.8% |
| 1Y | +76.0% | +60.2% | +15.8% | +48.5% |
| 3Y | +94.2% | +189.2% | -95.0% | +33.5% |
| 5Y | -46.3% | +50.4% | -96.7% | -55.9% |
| All | +59.8% | +101.4% | -41.5% | +15.7% |
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