+262.8%
HIG vs IBB
+562.7%
-299.8%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.9% | +0.7% |
| 7D | +2.6% | -0.5% | +3.1% | +2.9% |
| 30D | +4.2% | +4.6% | -0.4% | +0.7% |
| 3M | +0.2% | +6.8% | -6.6% | -5.3% |
| 6M | +4.6% | +23.1% | -18.5% | -10.4% |
| YTD | +1.1% | +26.0% | -24.9% | -15.4% |
| 1Y | +4.7% | +30.4% | -25.7% | -14.5% |
| 3Y | +95.5% | +85.4% | +10.0% | +22.2% |
| 5Y | +111.7% | +39.7% | +71.9% | +55.5% |
| 10Y | +263.4% | +127.1% | +136.4% | +72.4% |
| All | +262.8% | +562.7% | -299.8% | -49.4% |
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 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