+375.9%
HPE vs IOT
+54.1%
+321.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.2% | +12.6% | +12.5% |
| 7D | +19.4% | -4.5% | +23.9% | +20.3% |
| 30D | +5.6% | -2.4% | +8.1% | +5.9% |
| 3M | +33.1% | +19.0% | +14.1% | +27.6% |
| 6M | +192.5% | +19.6% | +172.8% | +179.0% |
| YTD | +160.9% | +8.3% | +152.7% | +151.3% |
| 1Y | +155.0% | -0.8% | +155.8% | +149.0% |
| 3Y | +289.4% | +24.4% | +265.0% | +260.6% |
| All | +375.9% | +54.1% | +321.7% | +291.6% |
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 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