+50.0%
HUM vs IOT
+8.2%
+41.9%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.4% |
| 7D | +1.6% | -0.5% | +2.0% | +1.6% |
| 30D | +3.5% | +1.0% | +2.5% | +3.4% |
| 3M | +15.5% | +10.9% | +4.6% | +14.5% |
| 6M | +76.2% | +39.9% | +36.3% | +70.5% |
| YTD | +64.5% | +20.8% | +43.8% | +64.6% |
| 1Y | +50.0% | +10.6% | +39.5% | +48.3% |
| All | +50.0% | +8.2% | +41.9% | +48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling