-47.6%
ILMN vs HAS
+52.6%
-100.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.7% | -6.5% | -7.5% |
| 7D | -28.3% | 0.0% | -28.3% | -28.3% |
| 30D | -24.0% | +31.3% | -55.3% | -31.9% |
| 3M | +4.1% | +32.1% | -28.0% | -7.2% |
| 6M | +49.6% | +28.1% | +21.4% | +34.1% |
| YTD | +58.6% | +49.1% | +9.5% | +31.9% |
| 1Y | +69.9% | +60.5% | +9.4% | +36.6% |
| 3Y | +82.9% | +183.9% | -101.0% | +10.8% |
| 5Y | -47.6% | +51.2% | -98.8% | -56.8% |
| All | -47.6% | +52.6% | -100.2% | -56.8% |
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