+265.2%
HIG vs IBB
+560.8%
-295.6%
-96.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.6% |
| 7D | +0.3% | +1.4% | -1.1% | -0.6% |
| 30D | -3.2% | +10.5% | -13.7% | -9.8% |
| 3M | +9.1% | +23.6% | -14.5% | -5.8% |
| 6M | -1.8% | +22.6% | -24.4% | -15.3% |
| YTD | +1.8% | +25.7% | -23.9% | -14.0% |
| 1Y | +4.6% | +51.4% | -46.8% | -22.4% |
| 3Y | +101.6% | +64.4% | +37.3% | +37.8% |
| 5Y | +124.5% | +22.1% | +102.3% | +82.1% |
| 10Y | +317.8% | +132.5% | +185.3% | +94.4% |
| All | +265.2% | +560.8% | -295.6% | -48.5% |
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