+66.9%
HAL vs IOT
+66.1%
+0.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.1% | +3.0% | +3.1% |
| 7D | +6.1% | +0.9% | +5.2% | +6.0% |
| 30D | +2.9% | +1.4% | +1.5% | +2.7% |
| 3M | +3.3% | +0.5% | +2.8% | +3.0% |
| 6M | -16.9% | +50.3% | -67.2% | -20.6% |
| YTD | +21.2% | +16.7% | +4.5% | +17.7% |
| 1Y | +27.5% | +6.8% | +20.7% | +24.9% |
| 3Y | -6.4% | +75.5% | -81.9% | -14.1% |
| All | +66.9% | +66.1% | +0.8% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling