+345.6%
HWM vs IOT
+77.5%
+268.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.5% |
| 7D | -1.8% | +0.8% | -2.6% | -1.8% |
| 30D | -2.7% | -0.2% | -2.4% | -2.8% |
| 3M | -22.7% | +4.0% | -26.7% | -23.3% |
| 6M | -18.9% | +39.4% | -58.3% | -23.0% |
| YTD | +7.1% | +16.9% | -9.8% | +3.5% |
| 1Y | +4.7% | +4.1% | +0.6% | +2.9% |
| 3Y | +345.6% | +72.7% | +272.9% | +325.9% |
| All | +345.6% | +77.5% | +268.1% | +325.9% |
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