+12.2%
IOT vs HBM
+123.0%
-110.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.9% | +4.7% | +3.7% |
| 7D | -2.3% | -6.4% | +4.0% | -2.4% |
| 30D | +3.8% | +5.9% | -2.1% | +3.9% |
| 3M | +14.2% | -8.9% | +23.1% | +15.3% |
| 6M | +40.1% | +10.7% | +29.4% | +42.6% |
| YTD | +13.4% | +38.3% | -24.9% | +11.0% |
| 1Y | +12.2% | +121.3% | -109.2% | +0.6% |
| All | +12.2% | +123.0% | -110.8% | +0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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