-18.9%
HUT vs IBB
+40.3%
-59.2%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +5.4% |
| 7D | +34.9% | +1.6% | +33.2% | +31.4% |
| 30D | -25.9% | +6.7% | -32.6% | -34.9% |
| 3M | -31.7% | +6.3% | -38.1% | -41.2% |
| 6M | -42.2% | +23.9% | -66.2% | -64.4% |
| YTD | +34.9% | +26.6% | +8.3% | -17.8% |
| 1Y | +48.5% | +29.6% | +18.9% | -12.1% |
| 3Y | +471.2% | +86.1% | +385.1% | +59.8% |
| 5Y | -18.9% | +40.3% | -59.2% | -53.6% |
| All | -18.9% | +40.3% | -59.2% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling