+67.4%
IOT vs HAS
+45.9%
+21.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.4% |
| 7D | +0.9% | +1.4% | -0.5% | +0.3% |
| 30D | +1.4% | +26.3% | -24.9% | -8.6% |
| 3M | +0.5% | +25.6% | -25.1% | -9.3% |
| 6M | +50.3% | +30.3% | +20.0% | +32.3% |
| YTD | +16.7% | +50.4% | -33.7% | -5.9% |
| 1Y | +6.8% | +57.7% | -50.9% | -16.0% |
| 3Y | +75.5% | +213.4% | -137.9% | -12.5% |
| All | +67.4% | +45.9% | +21.5% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling