+94.6%
HIG vs IBB
+86.9%
+7.7%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.2% |
| 7D | -0.1% | +1.6% | -1.8% | -0.5% |
| 30D | +4.4% | +6.7% | -2.4% | +2.8% |
| 3M | 0.0% | +6.3% | -6.3% | -1.6% |
| 6M | +3.8% | +23.9% | -20.1% | -1.9% |
| YTD | +0.7% | +26.6% | -25.9% | -5.7% |
| 1Y | +5.0% | +29.6% | -24.6% | -2.4% |
| All | +94.6% | +86.9% | +7.7% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling