+7.1%
HPQ vs IOT
+55.2%
-48.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.7% | +8.7% | +5.5% |
| 7D | +2.2% | +5.1% | -2.8% | +1.3% |
| 30D | +9.7% | -3.0% | +12.8% | +10.0% |
| 3M | +32.7% | +15.0% | +17.8% | +29.2% |
| 6M | +77.7% | +13.1% | +64.6% | +72.7% |
| YTD | +51.0% | +9.0% | +42.0% | +46.6% |
| 1Y | +18.4% | +0.1% | +18.3% | +16.2% |
| 3Y | +25.6% | +26.4% | -0.9% | +15.5% |
| All | +7.1% | +55.2% | -48.1% | -13.9% |
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