+1,789.7%
HAS vs IBB
+554.8%
+1,234.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.0% | +3.4% | +0.5% |
| 7D | 0.0% | -3.6% | +3.6% | +1.5% |
| 30D | +31.3% | +3.4% | +27.9% | +29.4% |
| 3M | +32.1% | +9.5% | +22.6% | +26.5% |
| 6M | +28.1% | +23.3% | +4.8% | +16.1% |
| YTD | +49.1% | +24.5% | +24.6% | +34.1% |
| 1Y | +60.5% | +32.9% | +27.6% | +40.2% |
| 3Y | +183.9% | +76.6% | +107.3% | +118.9% |
| 5Y | +51.2% | +35.5% | +15.7% | +29.3% |
| 10Y | +105.3% | +156.7% | -51.5% | +31.0% |
| All | +1,789.7% | +554.8% | +1,234.9% | +582.1% |
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