+55.0%
HST vs IBB
+36.8%
+18.3%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -1.3% | -1.4% | +0.1% | -0.9% |
| 30D | +13.4% | +6.8% | +6.6% | +11.7% |
| 3M | +16.7% | +9.2% | +7.5% | +14.2% |
| 6M | +24.0% | +28.3% | -4.3% | +15.1% |
| YTD | +54.0% | +29.4% | +24.6% | +40.5% |
| 1Y | +55.0% | +33.2% | +21.9% | +39.1% |
| All | +55.0% | +36.8% | +18.3% | +39.1% |
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