-0.8%
IOT vs HAS
+18.8%
-19.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.6% |
| 7D | -0.8% | -3.1% | +2.3% | -0.6% |
| 30D | -4.7% | -6.4% | +1.7% | -4.3% |
| 3M | +17.8% | +10.4% | +7.4% | +18.1% |
| 6M | +16.8% | -3.7% | +20.5% | +18.9% |
| YTD | +8.4% | +12.5% | -4.0% | +5.6% |
| 1Y | -0.8% | +19.8% | -20.6% | -9.0% |
| All | -0.8% | +18.8% | -19.6% | -9.0% |
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