+428.6%
HUBB vs IBB
+125.2%
+303.4%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | +0.2% |
| 7D | -1.7% | -5.2% | +3.5% | +1.1% |
| 30D | -12.7% | +1.5% | -14.1% | -13.6% |
| 3M | -2.9% | +22.1% | -25.1% | -13.3% |
| 6M | -4.8% | +17.7% | -22.5% | -13.5% |
| YTD | +2.8% | +20.2% | -17.4% | -7.8% |
| 1Y | +3.5% | +44.4% | -40.9% | -16.0% |
| 3Y | +43.5% | +61.1% | -17.5% | +9.0% |
| 5Y | +154.2% | +18.5% | +135.7% | +123.4% |
| All | +428.6% | +125.2% | +303.4% | +224.7% |
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