+467.2%
HUT vs IBB
+86.1%
+381.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.4% | -6.7% | -6.5% |
| 7D | +9.3% | -0.5% | +9.9% | +10.3% |
| 30D | -23.1% | +4.6% | -27.7% | -28.1% |
| 3M | -30.6% | +6.8% | -37.4% | -38.6% |
| 6M | -46.9% | +23.1% | -70.0% | -63.6% |
| YTD | +25.3% | +26.0% | -0.7% | -15.0% |
| 1Y | +59.8% | +30.4% | +29.5% | +4.4% |
| 3Y | +467.2% | +85.4% | +381.8% | +252.7% |
| All | +467.2% | +86.1% | +381.1% | +252.7% |
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 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