+630.8%
HLT vs IBB
+199.1%
+431.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.1% |
| 7D | -2.4% | -1.7% | -0.8% | -1.6% |
| 30D | -4.1% | +4.9% | -9.0% | -6.3% |
| 3M | -10.6% | +24.2% | -34.8% | -19.6% |
| 6M | +2.0% | +23.8% | -21.8% | -8.2% |
| YTD | +6.1% | +23.0% | -16.8% | -4.4% |
| 1Y | +9.8% | +46.2% | -36.3% | -9.1% |
| 3Y | +99.0% | +64.8% | +34.2% | +53.6% |
| 5Y | +151.5% | +20.9% | +130.6% | +120.5% |
| 10Y | +561.1% | +121.6% | +439.5% | +331.8% |
| All | +630.8% | +199.1% | +431.7% | +371.7% |
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