+102.2%
HAS vs IBB
+130.8%
-28.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.3% |
| 7D | +3.3% | +0.8% | +2.5% | +2.8% |
| 30D | +30.5% | +5.2% | +25.4% | +27.0% |
| 3M | +29.9% | +8.6% | +21.3% | +23.7% |
| 6M | +26.5% | +27.8% | -1.3% | +10.0% |
| YTD | +51.9% | +28.8% | +23.1% | +30.9% |
| 1Y | +60.9% | +36.4% | +24.5% | +34.2% |
| 3Y | +215.0% | +89.3% | +125.6% | +119.0% |
| 5Y | +51.5% | +43.3% | +8.2% | +19.7% |
| 10Y | +102.2% | +130.6% | -28.4% | +19.3% |
| All | +102.2% | +130.8% | -28.5% | +19.3% |
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