+77.2%
HST vs IOT
+61.2%
+16.0%
-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 | +2.0% | +2.8% | -0.8% | +1.5% |
| 30D | -5.2% | -1.8% | -3.5% | -5.1% |
| 3M | -6.2% | +17.9% | -24.1% | -9.3% |
| 6M | +20.4% | +13.5% | +6.9% | +16.3% |
| YTD | +30.6% | +13.3% | +17.4% | +25.1% |
| 1Y | +37.4% | -3.3% | +40.7% | +34.5% |
| 3Y | +66.1% | +31.3% | +34.8% | +46.7% |
| All | +77.2% | +61.2% | +16.0% | +36.1% |
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