-42.7%
ILMN vs HAS
+51.6%
-94.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -3.0% |
| 7D | -9.8% | +3.3% | -13.0% | -10.9% |
| 30D | -22.7% | +30.5% | -53.3% | -30.7% |
| 3M | +12.1% | +29.9% | -17.8% | +0.6% |
| 6M | +51.5% | +26.5% | +24.9% | +36.6% |
| YTD | +63.9% | +51.9% | +11.9% | +35.2% |
| 1Y | +76.6% | +60.9% | +15.7% | +41.9% |
| 3Y | +124.6% | +215.0% | -90.4% | +30.2% |
| 5Y | -42.7% | +51.5% | -94.2% | -53.0% |
| All | -42.7% | +51.6% | -94.3% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling