+392.8%
HL vs IOT
+23.8%
+369.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -4.4% | -4.5% | +0.2% | -3.8% |
| 30D | +9.3% | -2.4% | +11.7% | +9.4% |
| 3M | +32.0% | +19.0% | +13.0% | +27.3% |
| 6M | -6.4% | +19.6% | -26.1% | -10.5% |
| YTD | +3.1% | +8.3% | -5.1% | -0.4% |
| 1Y | +77.6% | -0.8% | +78.4% | +73.6% |
| 3Y | +392.8% | +24.4% | +368.4% | +300.5% |
| All | +392.8% | +23.8% | +369.0% | +300.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling