+61.3%
HDB vs IBB
+139.6%
-78.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.4% |
| 7D | +13.7% | +2.7% | +11.0% | +12.3% |
| 30D | +15.8% | +6.3% | +9.5% | +12.5% |
| 3M | +9.2% | +11.1% | -1.8% | +3.6% |
| 6M | +3.2% | +29.2% | -26.1% | -8.8% |
| YTD | -29.4% | +30.2% | -59.6% | -37.8% |
| 1Y | -27.9% | +39.5% | -67.4% | -38.5% |
| 3Y | -5.9% | +92.3% | -98.2% | -32.0% |
| 5Y | -23.5% | +43.0% | -66.5% | -37.6% |
| 10Y | +61.3% | +137.1% | -75.8% | +6.1% |
| All | +61.3% | +139.6% | -78.3% | +6.1% |
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