+575.2%
HLT vs IBB
+125.5%
+449.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.2% | -0.1% |
| 7D | -1.6% | -4.2% | +2.6% | +0.5% |
| 30D | -5.0% | +1.1% | -6.1% | -5.7% |
| 3M | -10.4% | +19.0% | -29.4% | -18.2% |
| 6M | +3.2% | +18.9% | -15.6% | -5.8% |
| YTD | +6.7% | +20.3% | -13.6% | -3.5% |
| 1Y | +10.3% | +41.5% | -31.2% | -8.3% |
| 3Y | +99.3% | +60.3% | +39.1% | +53.3% |
| 5Y | +143.7% | +18.7% | +125.0% | +112.7% |
| All | +575.2% | +125.5% | +449.7% | +345.4% |
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 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