+12.2%
IOT vs HAS
+20.3%
-8.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.5% | +4.2% | +3.8% |
| 7D | -2.3% | -1.8% | -0.5% | -2.2% |
| 30D | +3.8% | +2.3% | +1.5% | +3.7% |
| 3M | +14.2% | +10.4% | +3.8% | +14.7% |
| 6M | +40.1% | -3.2% | +43.4% | +43.2% |
| YTD | +13.4% | +15.4% | -2.0% | +11.4% |
| 1Y | +12.2% | +18.8% | -6.6% | +2.1% |
| All | +12.2% | +20.3% | -8.2% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling