+34.0%
HDB vs IBB
+122.6%
-88.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -2.1% |
| 7D | -2.0% | -1.7% | -0.4% | -1.3% |
| 30D | -4.9% | +4.9% | -9.7% | -7.1% |
| 3M | -2.3% | +24.2% | -26.5% | -11.5% |
| 6M | -23.7% | +23.8% | -47.6% | -30.8% |
| YTD | -38.5% | +23.0% | -61.4% | -44.1% |
| 1Y | -36.5% | +46.2% | -82.6% | -46.6% |
| 3Y | -28.5% | +64.8% | -93.3% | -44.0% |
| 5Y | -37.4% | +20.9% | -58.3% | -44.7% |
| 10Y | +34.0% | +121.6% | -87.5% | -8.1% |
| All | +34.0% | +122.6% | -88.6% | -8.1% |
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