+101.9%
HAS vs IBB
+139.6%
-37.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.1% | +0.2% |
| 7D | +2.2% | +2.7% | -0.5% | +0.7% |
| 30D | +29.6% | +6.3% | +23.2% | +25.4% |
| 3M | +30.3% | +11.1% | +19.2% | +22.6% |
| 6M | +25.6% | +29.2% | -3.6% | +8.5% |
| YTD | +50.8% | +30.2% | +20.6% | +29.2% |
| 1Y | +63.0% | +39.5% | +23.5% | +34.4% |
| 3Y | +211.6% | +92.3% | +119.2% | +114.9% |
| 5Y | +50.4% | +43.0% | +7.4% | +18.9% |
| 10Y | +101.9% | +137.1% | -35.2% | +17.6% |
| All | +101.9% | +139.6% | -37.7% | +17.6% |
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 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