+137.9%
HST vs IBB
+139.6%
-1.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | -0.1% | +1.2% |
| 7D | -1.1% | +2.7% | -3.8% | -2.5% |
| 30D | +11.6% | +6.3% | +5.3% | +7.9% |
| 3M | +9.5% | +11.1% | -1.5% | +3.0% |
| 6M | +18.9% | +29.2% | -10.3% | +2.4% |
| YTD | +51.0% | +30.2% | +20.8% | +28.8% |
| 1Y | +53.0% | +39.5% | +13.5% | +25.4% |
| 3Y | +87.5% | +92.3% | -4.8% | +27.6% |
| 5Y | +76.7% | +43.0% | +33.7% | +38.5% |
| 10Y | +137.9% | +137.1% | +0.8% | +40.9% |
| All | +137.9% | +139.6% | -1.7% | +40.9% |
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