+284.2%
HL vs IBB
+122.2%
+161.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.6% |
| 7D | +0.4% | -3.9% | +4.3% | +3.5% |
| 30D | +18.8% | +2.7% | +16.1% | +16.8% |
| 3M | +43.7% | +21.4% | +22.4% | +24.8% |
| 6M | -1.0% | +20.1% | -21.1% | -13.2% |
| YTD | +8.7% | +21.9% | -13.1% | -5.2% |
| 1Y | +105.0% | +44.1% | +60.9% | +58.0% |
| 3Y | +427.3% | +63.4% | +363.9% | +270.1% |
| 5Y | +249.3% | +19.8% | +229.5% | +201.4% |
| 10Y | +284.2% | +127.0% | +157.2% | +134.6% |
| All | +284.2% | +122.2% | +161.9% | +134.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling