+698.7%
HUBS vs IBB
+133.9%
+564.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.2% | -0.7% | -1.0% |
| 7D | -4.3% | -1.7% | -2.6% | -2.9% |
| 30D | +14.2% | +4.9% | +9.4% | +9.1% |
| 3M | +15.5% | +24.2% | -8.7% | -5.7% |
| 6M | -18.9% | +23.8% | -42.8% | -34.6% |
| YTD | -40.1% | +23.0% | -63.0% | -51.5% |
| 1Y | -51.8% | +46.2% | -97.9% | -67.0% |
| 3Y | -55.2% | +64.8% | -120.1% | -73.3% |
| 5Y | -64.7% | +20.9% | -85.6% | -71.1% |
| 10Y | +327.0% | +121.6% | +205.4% | +126.5% |
| All | +698.7% | +133.9% | +564.8% | +295.9% |
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 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