-8.9%
HUM vs IOT
+54.4%
-63.3%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | +7.5% | -4.7% | +12.1% | +7.7% |
| 3M | +10.2% | +17.8% | -7.6% | +9.0% |
| 6M | +132.5% | +16.8% | +115.7% | +129.7% |
| YTD | +57.6% | +8.4% | +49.2% | +56.0% |
| 1Y | +48.6% | -0.8% | +49.4% | +47.5% |
| 3Y | -11.2% | +25.7% | -36.9% | -12.9% |
| All | -8.9% | +54.4% | -63.3% | -13.8% |
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