+71.8%
ILMN vs HAS
+58.8%
+13.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.5% | -1.2% |
| 7D | +0.7% | +1.6% | -0.9% | +0.4% |
| 30D | -22.7% | +26.6% | -49.3% | -26.0% |
| 3M | +8.6% | +29.0% | -20.4% | +3.7% |
| 6M | +43.8% | +30.6% | +13.2% | +36.3% |
| YTD | +59.8% | +51.5% | +8.2% | +39.7% |
| 1Y | +71.8% | +58.5% | +13.3% | +48.0% |
| All | +71.8% | +58.8% | +13.0% | +48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling