+55.6%
IOT vs HAS
+9.1%
+46.5%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -1.1% |
| 7D | -0.8% | -3.1% | +2.3% | +0.5% |
| 30D | -4.7% | -6.4% | +1.7% | -1.9% |
| 3M | +17.8% | +10.4% | +7.4% | +11.9% |
| 6M | +16.8% | -3.7% | +20.5% | +16.7% |
| YTD | +8.4% | +12.5% | -4.0% | -0.4% |
| 1Y | -0.8% | +19.8% | -20.6% | -12.1% |
| 3Y | +25.7% | +46.0% | -20.2% | -4.7% |
| All | +55.6% | +9.1% | +46.5% | +66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling