+165.2%
HBAN vs IBB
+580.2%
-415.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.2% | 0.0% |
| 7D | -1.1% | -1.4% | +0.2% | -0.4% |
| 30D | +3.1% | +6.8% | -3.7% | -1.1% |
| 3M | -9.8% | +9.2% | -19.0% | -15.2% |
| 6M | +1.4% | +28.3% | -27.0% | -14.0% |
| YTD | -5.8% | +29.4% | -35.2% | -20.9% |
| 1Y | +4.2% | +33.2% | -28.9% | -14.0% |
| 3Y | +74.9% | +90.2% | -15.3% | +15.2% |
| 5Y | +21.7% | +44.0% | -22.3% | -6.7% |
| 10Y | +106.1% | +133.1% | -27.0% | +11.1% |
| All | +165.2% | +580.2% | -415.1% | -41.5% |
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