+126.9%
HAL vs IBB
+566.2%
-439.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.3% |
| 7D | -12.0% | -1.8% | -10.1% | -11.1% |
| 30D | +0.3% | +5.1% | -4.8% | -3.1% |
| 3M | -1.6% | +10.7% | -12.3% | -8.5% |
| 6M | -20.5% | +22.9% | -43.4% | -31.3% |
| YTD | +14.2% | +26.7% | -12.5% | -4.1% |
| 1Y | +18.9% | +35.1% | -16.3% | -4.4% |
| 3Y | -13.7% | +80.2% | -93.9% | -43.2% |
| 5Y | +42.2% | +37.8% | +4.3% | +8.1% |
| 10Y | -16.7% | +161.2% | -177.9% | -58.0% |
| All | +126.9% | +566.2% | -439.2% | -57.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling