+122.6%
HST vs IBB
+127.7%
-5.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | +0.1% |
| 7D | +3.6% | +1.6% | +2.0% | +2.7% |
| 30D | +9.9% | +6.7% | +3.2% | +6.1% |
| 3M | +12.9% | +6.3% | +6.6% | +8.7% |
| 6M | +22.9% | +23.9% | -1.0% | +8.2% |
| YTD | +52.4% | +26.6% | +25.8% | +32.0% |
| 1Y | +52.5% | +29.6% | +22.9% | +30.3% |
| 3Y | +87.4% | +86.1% | +1.4% | +29.9% |
| 5Y | +82.9% | +40.3% | +42.6% | +44.9% |
| All | +122.6% | +127.7% | -5.1% | +32.4% |
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