+1,779.8%
HAS vs IBB
+566.2%
+1,213.6%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.3% | -1.3% |
| 7D | -0.2% | -1.8% | +1.7% | +0.6% |
| 30D | +31.0% | +5.1% | +26.0% | +28.2% |
| 3M | +30.7% | +10.7% | +19.9% | +24.5% |
| 6M | +23.9% | +22.9% | +1.0% | +12.4% |
| YTD | +48.3% | +26.7% | +21.6% | +32.4% |
| 1Y | +60.2% | +35.1% | +25.1% | +39.0% |
| 3Y | +189.2% | +80.2% | +109.0% | +121.0% |
| 5Y | +50.4% | +37.8% | +12.6% | +27.6% |
| 10Y | +104.2% | +161.2% | -57.0% | +29.3% |
| All | +1,779.8% | +566.2% | +1,213.6% | +573.4% |
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 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