+90.4%
HST vs IBB
+89.8%
+0.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.1% | +3.7% | +3.1% |
| 7D | +0.6% | +0.8% | -0.2% | +0.2% |
| 30D | +14.5% | +5.2% | +9.3% | +11.6% |
| 3M | +15.4% | +8.6% | +6.8% | +10.1% |
| 6M | +22.0% | +27.8% | -5.8% | +5.5% |
| YTD | +54.9% | +28.8% | +26.1% | +32.4% |
| 1Y | +54.0% | +36.4% | +17.6% | +26.5% |
| 3Y | +90.4% | +89.3% | +1.1% | +21.0% |
| All | +90.4% | +89.8% | +0.6% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling