+25.3%
IOT vs HAS
+43.5%
-18.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.3% | -3.3% |
| 7D | +5.1% | -4.8% | +9.9% | +6.6% |
| 30D | -3.0% | -5.1% | +2.1% | -1.5% |
| 3M | +15.0% | +6.4% | +8.6% | +12.5% |
| 6M | +13.1% | -5.6% | +18.8% | +14.3% |
| YTD | +9.0% | +11.0% | -1.9% | +3.1% |
| 1Y | +0.1% | +16.8% | -16.7% | -7.5% |
| All | +25.3% | +43.5% | -18.2% | -17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling