+254.2%
HD vs IBB
+156.3%
+97.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.6% | -2.7% |
| 7D | +4.3% | -1.8% | +6.2% | +5.2% |
| 30D | +20.2% | +5.1% | +15.1% | +16.8% |
| 3M | -1.0% | +10.7% | -11.7% | -6.7% |
| 6M | +7.9% | +22.9% | -15.0% | -4.0% |
| YTD | +2.0% | +26.7% | -24.7% | -11.0% |
| 1Y | -4.3% | +35.1% | -39.4% | -19.4% |
| 3Y | +25.9% | +80.2% | -54.3% | -10.8% |
| 5Y | +5.8% | +37.8% | -32.0% | -14.4% |
| All | +254.2% | +156.3% | +97.9% | +117.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling