+133.9%
HL vs IOT
+14.9%
+119.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +3.7% | -6.2% | -2.6% |
| 7D | +1.5% | -2.3% | +3.8% | +1.6% |
| 30D | +25.1% | +3.8% | +21.3% | +24.8% |
| 3M | +22.9% | +14.2% | +8.7% | +21.5% |
| 6M | -4.9% | +40.1% | -45.0% | -9.0% |
| YTD | +7.8% | +13.4% | -5.6% | +6.3% |
| 1Y | +133.9% | +12.2% | +121.7% | +133.3% |
| All | +133.9% | +14.9% | +119.0% | +133.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling