+48.6%
HAS vs IBB
+37.5%
+11.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.5% |
| 7D | -0.2% | -1.8% | +1.7% | +0.8% |
| 30D | +31.0% | +5.1% | +26.0% | +27.3% |
| 3M | +30.7% | +10.7% | +19.9% | +22.6% |
| 6M | +23.9% | +22.9% | +1.0% | +8.8% |
| YTD | +48.3% | +26.7% | +21.6% | +27.2% |
| 1Y | +60.2% | +35.1% | +25.1% | +31.8% |
| 3Y | +189.2% | +80.2% | +109.0% | +97.1% |
| All | +48.6% | +37.5% | +11.1% | +6.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling