+991.7%
ILMN vs HAS
+1,914.0%
-922.3%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.7% | -6.5% | -7.6% |
| 7D | -28.3% | 0.0% | -28.3% | -28.3% |
| 30D | -24.0% | +31.3% | -55.3% | -31.3% |
| 3M | +4.1% | +32.1% | -28.0% | -6.3% |
| 6M | +49.6% | +28.1% | +21.4% | +35.4% |
| YTD | +58.6% | +49.1% | +9.5% | +34.8% |
| 1Y | +69.9% | +60.5% | +9.4% | +40.4% |
| 3Y | +82.9% | +183.9% | -101.0% | +20.7% |
| 5Y | -47.6% | +51.2% | -98.8% | -57.5% |
| 10Y | +58.8% | +105.3% | -46.4% | +4.0% |
| All | +991.7% | +1,914.0% | -922.3% | +188.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling