+329.4%
HPE vs IOT
+61.2%
+268.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.9% | +7.8% |
| 7D | +10.1% | +2.8% | +7.4% | +9.5% |
| 30D | +5.3% | -1.8% | +7.1% | +5.4% |
| 3M | +12.7% | +17.9% | -5.2% | +8.4% |
| 6M | +167.7% | +13.5% | +154.1% | +157.8% |
| YTD | +135.5% | +13.3% | +122.2% | +125.1% |
| 1Y | +143.4% | -3.3% | +146.7% | +138.7% |
| 3Y | +249.2% | +31.3% | +217.8% | +220.7% |
| All | +329.4% | +61.2% | +268.2% | +250.8% |
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