+77.1%
HAL vs IOT
+54.1%
+23.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -3.3% | -4.5% | +1.2% | -2.9% |
| 30D | +8.2% | -2.4% | +10.6% | +8.3% |
| 3M | -9.4% | +19.0% | -28.4% | -11.3% |
| 6M | +0.6% | +19.6% | -19.0% | -1.9% |
| YTD | +28.6% | +8.3% | +20.3% | +25.9% |
| 1Y | +63.9% | -0.8% | +64.7% | +61.7% |
| 3Y | -7.1% | +24.4% | -31.5% | -12.1% |
| All | +77.1% | +54.1% | +23.0% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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