+261.3%
HIG vs IBB
+565.6%
-304.3%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.2% |
| 7D | -0.1% | +1.6% | -1.8% | -1.3% |
| 30D | +4.4% | +6.7% | -2.4% | -0.4% |
| 3M | 0.0% | +6.3% | -6.3% | -5.1% |
| 6M | +3.8% | +23.9% | -20.1% | -11.5% |
| YTD | +0.7% | +26.6% | -25.9% | -16.0% |
| 1Y | +5.0% | +29.6% | -24.6% | -13.9% |
| 3Y | +95.3% | +86.1% | +9.3% | +21.9% |
| 5Y | +110.8% | +40.3% | +70.4% | +54.4% |
| 10Y | +261.9% | +128.1% | +133.8% | +71.2% |
| All | +261.3% | +565.6% | -304.3% | -49.7% |
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