+378.0%
HUBB vs IBB
+127.7%
+250.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.1% |
| 7D | +4.6% | +1.6% | +2.9% | +3.7% |
| 30D | -8.4% | +6.7% | -15.1% | -11.6% |
| 3M | -14.3% | +6.3% | -20.7% | -17.8% |
| 6M | -9.3% | +23.9% | -33.2% | -20.2% |
| YTD | -0.5% | +26.6% | -27.1% | -13.7% |
| 1Y | -2.1% | +29.6% | -31.8% | -16.2% |
| 3Y | +57.2% | +86.1% | -28.8% | +9.6% |
| 5Y | +127.1% | +40.3% | +86.8% | +81.2% |
| All | +378.0% | +127.7% | +250.3% | +175.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling