+295.9%
HST vs IBB
+560.8%
-264.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | -1.0% | +1.4% | -2.5% | -1.9% |
| 30D | -12.3% | +10.5% | -22.7% | -18.0% |
| 3M | -6.4% | +23.6% | -30.0% | -18.8% |
| 6M | +15.0% | +22.6% | -7.6% | -0.1% |
| YTD | +30.5% | +25.7% | +4.8% | +11.2% |
| 1Y | +35.7% | +51.4% | -15.7% | +2.2% |
| 3Y | +68.4% | +64.4% | +4.0% | +19.5% |
| 5Y | +73.1% | +22.1% | +51.0% | +46.3% |
| 10Y | +92.7% | +132.5% | -39.7% | -0.2% |
| All | +295.9% | +560.8% | -264.9% | -27.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling