+686.4%
HWM vs IOT
+55.2%
+631.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.7% | +4.2% | +0.9% |
| 7D | -8.0% | +5.1% | -13.1% | -8.6% |
| 30D | -18.0% | -3.0% | -15.0% | -17.8% |
| 3M | -9.5% | +15.0% | -24.5% | -11.6% |
| 6M | -8.4% | +13.1% | -21.5% | -11.0% |
| YTD | +13.6% | +9.0% | +4.6% | +10.2% |
| 1Y | +30.2% | +0.1% | +30.1% | +27.4% |
| 3Y | +392.2% | +26.4% | +365.8% | +355.8% |
| All | +686.4% | +55.2% | +631.2% | +537.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling