+106.6%
HST vs IOT
+66.1%
+40.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +3.6% | +0.9% | +2.6% | +3.4% |
| 30D | +11.2% | +1.4% | +9.8% | +10.9% |
| 3M | +13.1% | +0.5% | +12.6% | +12.5% |
| 6M | +23.9% | +50.3% | -26.4% | +14.5% |
| YTD | +52.3% | +16.7% | +35.6% | +44.8% |
| 1Y | +56.7% | +6.8% | +49.9% | +50.8% |
| 3Y | +87.5% | +75.5% | +12.0% | +57.1% |
| All | +106.6% | +66.1% | +40.5% | +57.5% |
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 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