+3,769.4%
HDB vs IBB
+662.0%
+3,107.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | 0.0% |
| 7D | +0.4% | +1.4% | -1.0% | -0.3% |
| 30D | -2.8% | +10.5% | -13.3% | -8.3% |
| 3M | -3.5% | +23.6% | -27.2% | -14.4% |
| 6M | -24.7% | +22.6% | -47.3% | -33.0% |
| YTD | -36.6% | +25.7% | -62.2% | -44.4% |
| 1Y | -34.4% | +51.4% | -85.7% | -48.2% |
| 3Y | -24.4% | +64.4% | -88.8% | -44.1% |
| 5Y | -35.4% | +22.1% | -57.5% | -44.4% |
| 10Y | +39.5% | +132.5% | -92.9% | -21.7% |
| All | +3,769.4% | +662.0% | +3,107.4% | +812.8% |
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