+1,387.4%
HWM vs IBB
+155.5%
+1,231.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.7% | +0.7% | +1.4% |
| 7D | +3.3% | -1.8% | +5.1% | +4.3% |
| 30D | -7.6% | +5.1% | -12.7% | -10.5% |
| 3M | -28.9% | +10.7% | -39.6% | -33.6% |
| 6M | -19.7% | +22.9% | -42.6% | -29.8% |
| YTD | +0.5% | +26.7% | -26.2% | -13.9% |
| 1Y | +0.3% | +35.1% | -34.9% | -17.5% |
| 3Y | +325.8% | +80.2% | +245.6% | +188.4% |
| 5Y | +524.7% | +37.8% | +486.9% | +392.3% |
| 10Y | +1,491.8% | +161.2% | +1,330.6% | +735.0% |
| All | +1,387.4% | +155.5% | +1,231.9% | +686.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling