-9.0%
HUM vs IOT
+23.8%
-32.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.4% | +2.3% |
| 7D | +2.1% | -4.5% | +6.6% | +2.4% |
| 30D | +5.4% | -2.4% | +7.8% | +5.5% |
| 3M | +11.4% | +19.0% | -7.6% | +9.5% |
| 6M | +141.5% | +19.6% | +121.9% | +136.4% |
| YTD | +61.2% | +8.3% | +52.9% | +58.7% |
| 1Y | +49.2% | -0.8% | +50.0% | +47.5% |
| 3Y | -9.0% | +24.4% | -33.4% | -12.5% |
| All | -9.0% | +23.8% | -32.9% | -12.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling