+370.3%
HPE vs IBB
+126.8%
+243.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +7.9% | -0.5% | +8.4% | +8.2% |
| 30D | -23.5% | +4.6% | -28.0% | -25.2% |
| 3M | -19.1% | +6.8% | -25.9% | -22.5% |
| 6M | +51.4% | +23.1% | +28.3% | +32.3% |
| YTD | +103.4% | +26.0% | +77.4% | +74.6% |
| 1Y | +114.4% | +30.4% | +84.0% | +79.9% |
| 3Y | +224.7% | +85.4% | +139.2% | +118.9% |
| 5Y | +277.8% | +39.7% | +238.0% | +195.8% |
| All | +370.3% | +126.8% | +243.5% | +162.1% |
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