+44.2%
HAS vs IBB
+64.8%
-20.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | 0.0% |
| 7D | -1.8% | +1.4% | -3.2% | -2.6% |
| 30D | +2.3% | +10.5% | -8.2% | -3.9% |
| 3M | +10.4% | +23.6% | -13.3% | -3.5% |
| 6M | -3.2% | +22.6% | -25.9% | -15.2% |
| YTD | +15.4% | +25.7% | -10.3% | -1.1% |
| 1Y | +18.8% | +51.4% | -32.6% | -11.2% |
| All | +44.2% | +64.8% | -20.6% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling