+2,781.1%
HUBB vs IBB
+577.3%
+2,203.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.2% | -0.3% |
| 7D | -2.6% | +0.8% | -3.3% | -2.9% |
| 30D | -7.7% | +5.2% | -12.8% | -10.1% |
| 3M | -13.0% | +8.6% | -21.6% | -17.1% |
| 6M | -10.6% | +27.8% | -38.4% | -21.6% |
| YTD | -0.6% | +28.8% | -29.4% | -13.4% |
| 1Y | -4.1% | +36.4% | -40.5% | -18.9% |
| 3Y | +57.2% | +89.3% | -32.2% | +12.6% |
| 5Y | +127.2% | +43.3% | +83.9% | +83.6% |
| 10Y | +386.2% | +130.6% | +255.5% | +203.0% |
| All | +2,781.1% | +577.3% | +2,203.8% | +711.2% |
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