+1,773.8%
HWM vs IBB
+153.5%
+1,620.3%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.1% |
| 7D | -2.1% | +1.4% | -3.5% | -2.9% |
| 30D | -11.0% | +10.5% | -21.5% | -16.5% |
| 3M | +4.0% | +23.6% | -19.6% | -9.0% |
| 6M | -0.2% | +22.6% | -22.8% | -12.4% |
| YTD | +26.7% | +25.7% | +1.0% | +9.3% |
| 1Y | +44.7% | +51.4% | -6.7% | +11.3% |
| 3Y | +426.1% | +64.4% | +361.7% | +278.5% |
| 5Y | +738.5% | +22.1% | +716.4% | +613.7% |
| All | +1,773.8% | +153.5% | +1,620.3% | +898.9% |
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