+1,516.8%
HWM vs IBB
+133.2%
+1,383.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.4% | +1.8% | +2.0% |
| 7D | +5.0% | -1.4% | +6.3% | +5.9% |
| 30D | +1.5% | +6.8% | -5.3% | -2.6% |
| 3M | -20.3% | +9.2% | -29.5% | -24.9% |
| 6M | -18.0% | +28.3% | -46.4% | -30.2% |
| YTD | +9.5% | +29.4% | -19.9% | -7.5% |
| 1Y | +7.5% | +33.2% | -25.7% | -10.9% |
| 3Y | +355.7% | +90.2% | +265.5% | +196.8% |
| 5Y | +610.2% | +44.0% | +566.2% | +443.0% |
| 10Y | +1,516.8% | +133.1% | +1,383.7% | +743.8% |
| All | +1,516.8% | +133.2% | +1,383.6% | +743.8% |
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