+509.0%
HPE vs IBB
+124.2%
+384.7%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.2% | +9.9% | +9.0% |
| 7D | +10.1% | -1.7% | +11.8% | +11.1% |
| 30D | +5.3% | +4.9% | +0.4% | +2.0% |
| 3M | +12.7% | +24.2% | -11.5% | -1.4% |
| 6M | +167.7% | +23.8% | +143.8% | +133.1% |
| YTD | +135.5% | +23.0% | +112.5% | +105.4% |
| 1Y | +143.4% | +46.2% | +97.2% | +90.9% |
| 3Y | +249.2% | +64.8% | +184.3% | +153.8% |
| 5Y | +343.8% | +20.9% | +322.9% | +278.1% |
| All | +509.0% | +124.2% | +384.7% | +253.5% |
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 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