+346.0%
HST vs IBB
+566.2%
-220.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -1.1% |
| 7D | -2.7% | -1.8% | -0.9% | -1.6% |
| 30D | +10.7% | +5.1% | +5.6% | +7.1% |
| 3M | +6.3% | +10.7% | -4.5% | -1.1% |
| 6M | +19.0% | +22.9% | -3.9% | +3.0% |
| YTD | +47.0% | +26.7% | +20.3% | +24.2% |
| 1Y | +53.4% | +35.1% | +18.3% | +24.2% |
| 3Y | +78.0% | +80.2% | -2.2% | +18.7% |
| 5Y | +71.7% | +37.8% | +33.8% | +34.3% |
| 10Y | +146.2% | +161.2% | -15.0% | +18.0% |
| All | +346.0% | +566.2% | -220.2% | -18.6% |
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