+192.7%
HUT vs IBB
+95.3%
+97.4%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +1.7% | +12.8% | +12.2% |
| 7D | -11.4% | -1.8% | -9.5% | -9.7% |
| 30D | -41.0% | +5.1% | -46.1% | -45.1% |
| 3M | -41.9% | +10.7% | -52.6% | -50.8% |
| 6M | -51.7% | +22.9% | -74.6% | -65.2% |
| YTD | +14.6% | +26.7% | -12.1% | -19.0% |
| 1Y | +21.4% | +35.1% | -13.7% | -20.8% |
| 3Y | +359.8% | +80.2% | +279.6% | +109.6% |
| 5Y | -27.5% | +37.8% | -65.3% | -48.9% |
| All | +192.7% | +95.3% | +97.4% | +61.6% |
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 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