+566.9%
HPE vs IBB
+113.9%
+453.1%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.4% |
| 7D | -9.7% | +0.8% | -10.5% | -10.0% |
| 30D | -34.8% | +5.2% | -39.9% | -36.4% |
| 3M | -12.1% | +8.6% | -20.7% | -16.5% |
| 6M | +53.7% | +27.8% | +25.9% | +32.1% |
| YTD | +101.9% | +28.8% | +73.1% | +72.0% |
| 1Y | +104.3% | +36.4% | +67.9% | +67.9% |
| 3Y | +223.1% | +89.3% | +133.7% | +118.7% |
| 5Y | +249.2% | +43.3% | +205.9% | +172.3% |
| 10Y | +372.4% | +130.6% | +241.8% | +168.0% |
| All | +566.9% | +113.9% | +453.1% | +294.7% |
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