+599.2%
HPE vs IBB
+114.8%
+484.4%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.6% |
| 7D | +0.3% | -1.4% | +1.7% | +1.4% |
| 30D | -28.6% | +6.8% | -35.3% | -31.0% |
| 3M | -7.4% | +9.2% | -16.6% | -12.2% |
| 6M | +63.7% | +28.3% | +35.3% | +40.3% |
| YTD | +111.7% | +29.4% | +82.3% | +79.9% |
| 1Y | +123.5% | +33.2% | +90.3% | +86.6% |
| 3Y | +238.7% | +90.2% | +148.5% | +128.8% |
| 5Y | +261.0% | +44.0% | +217.0% | +180.8% |
| 10Y | +390.2% | +133.1% | +257.1% | +176.7% |
| All | +599.2% | +114.8% | +484.4% | +312.8% |
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