+501.6%
HUT vs IBB
+91.0%
+410.5%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +0.4% | +7.1% | +6.9% |
| 7D | +24.8% | -1.4% | +26.1% | +27.7% |
| 30D | -28.4% | +6.8% | -35.2% | -35.1% |
| 3M | -31.2% | +9.2% | -40.4% | -40.9% |
| 6M | -40.2% | +28.3% | -68.6% | -61.6% |
| YTD | +32.9% | +29.4% | +3.5% | -13.1% |
| 1Y | +39.1% | +33.2% | +5.9% | -11.7% |
| All | +501.6% | +91.0% | +410.5% | +260.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling