+1,045.4%
ILMN vs HAS
+1,459.0%
-413.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.0% | -1.4% |
| 7D | +1.2% | -1.8% | +3.0% | +1.9% |
| 30D | +9.2% | +2.3% | +6.9% | +8.2% |
| 3M | +29.8% | +10.4% | +19.5% | +24.8% |
| 6M | +69.2% | -3.2% | +72.4% | +69.3% |
| YTD | +66.4% | +15.4% | +51.0% | +55.6% |
| 1Y | +123.4% | +18.8% | +104.6% | +106.2% |
| 3Y | +33.2% | +43.9% | -10.8% | +12.0% |
| 5Y | -52.0% | +13.9% | -65.9% | -56.8% |
| 10Y | +33.6% | +56.4% | -22.8% | -3.2% |
| All | +1,045.4% | +1,459.0% | -413.6% | +232.7% |
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 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