+588.2%
HBM vs IONS
+87.6%
+500.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.1% | +0.1% |
| 7D | -3.3% | -6.7% | +3.4% | -1.7% |
| 30D | -4.8% | -4.1% | -0.7% | -4.0% |
| 3M | -0.4% | -26.6% | +26.1% | +5.1% |
| 6M | +17.9% | -27.5% | +45.4% | +24.8% |
| YTD | +33.7% | -31.5% | +65.2% | +43.7% |
| 1Y | +95.6% | -15.3% | +110.9% | +99.4% |
| 3Y | +458.1% | +31.3% | +426.8% | +383.9% |
| 5Y | +329.0% | +50.2% | +278.8% | +242.9% |
| All | +588.2% | +87.6% | +500.6% | +389.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 10y: compounded portfolio wealth divided by compounded IONS 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…
10y analysis · Full analysis span regression · 6 months rolling