+246.3%
HPE vs IOT
+24.0%
+222.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -6.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +1.5% | -4.7% | +6.2% | +2.3% |
| 3M | +21.7% | +17.8% | +4.0% | +15.3% |
| 6M | +164.2% | +16.8% | +147.3% | +149.0% |
| YTD | +132.1% | +8.4% | +123.6% | +120.4% |
| 1Y | +130.6% | -0.8% | +131.4% | +123.6% |
| All | +246.3% | +24.0% | +222.3% | +215.6% |
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