+52.5%
HST vs IBB
+30.0%
+22.5%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | +3.6% | +1.6% | +2.0% | +3.1% |
| 30D | +9.9% | +6.7% | +3.2% | +8.5% |
| 3M | +12.9% | +6.3% | +6.6% | +11.3% |
| 6M | +22.9% | +23.9% | -1.0% | +15.3% |
| YTD | +52.4% | +26.6% | +25.8% | +40.0% |
| 1Y | +52.5% | +29.6% | +22.9% | +38.1% |
| All | +52.5% | +30.0% | +22.5% | +38.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling