-19.1%
HAL vs IBB
+139.6%
-158.7%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.8% | -2.7% | -1.5% |
| 7D | -7.9% | +2.7% | -10.6% | -9.5% |
| 30D | -2.1% | +6.3% | -8.4% | -5.8% |
| 3M | +0.4% | +11.1% | -10.6% | -6.5% |
| 6M | -19.2% | +29.2% | -48.5% | -32.1% |
| YTD | +14.4% | +30.2% | -15.9% | -5.3% |
| 1Y | +18.0% | +39.5% | -21.5% | -6.8% |
| 3Y | -9.7% | +92.3% | -102.0% | -43.7% |
| 5Y | +40.1% | +43.0% | -2.8% | +5.2% |
| 10Y | -19.1% | +137.1% | -156.2% | -56.5% |
| All | -19.1% | +139.6% | -158.7% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling