+389.9%
HWM vs IOT
+30.1%
+359.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.1% | -10.6% | -10.7% |
| 7D | -9.2% | +2.8% | -12.0% | -9.5% |
| 30D | -17.9% | -1.8% | -16.1% | -17.8% |
| 3M | -6.0% | +17.9% | -23.9% | -8.3% |
| 6M | -7.4% | +13.5% | -20.9% | -9.6% |
| YTD | +13.1% | +13.3% | -0.2% | +9.9% |
| 1Y | +29.3% | -3.3% | +32.6% | +28.5% |
| 3Y | +389.9% | +31.3% | +358.6% | +367.3% |
| All | +389.9% | +30.1% | +359.9% | +367.3% |
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 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