+345.6%
HWM vs IBB
+89.8%
+255.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.8% |
| 7D | -1.8% | +0.8% | -2.5% | -2.1% |
| 30D | -2.7% | +5.2% | -7.9% | -5.0% |
| 3M | -22.7% | +8.6% | -31.3% | -25.9% |
| 6M | -18.9% | +27.8% | -46.8% | -28.7% |
| YTD | +7.1% | +28.8% | -21.7% | -6.3% |
| 1Y | +4.7% | +36.4% | -31.7% | -11.0% |
| 3Y | +345.6% | +89.3% | +256.2% | +228.4% |
| All | +345.6% | +89.8% | +255.8% | +228.4% |
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