+83.5%
HAL vs IOT
+55.2%
+28.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.7% | +4.6% | +1.2% |
| 7D | -1.3% | +5.1% | -6.4% | -1.8% |
| 30D | +10.9% | -3.0% | +13.9% | +11.0% |
| 3M | -5.8% | +15.0% | -20.8% | -7.5% |
| 6M | +8.1% | +13.1% | -5.0% | +5.9% |
| YTD | +33.2% | +9.0% | +24.2% | +30.3% |
| 1Y | +74.2% | +0.1% | +74.0% | +71.7% |
| 3Y | -3.7% | +26.4% | -30.1% | -9.0% |
| All | +83.5% | +55.2% | +28.2% | +58.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling