+55.4%
IOT vs HBM
+302.5%
-247.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -4.5% | -3.3% | -1.2% | -3.9% |
| 30D | -2.4% | -4.8% | +2.4% | -1.7% |
| 3M | +19.0% | -0.4% | +19.4% | +17.3% |
| 6M | +19.6% | +17.9% | +1.8% | +10.0% |
| YTD | +8.3% | +33.7% | -25.4% | -6.6% |
| 1Y | -0.8% | +95.6% | -96.4% | -25.5% |
| 3Y | +24.4% | +458.1% | -433.7% | -39.0% |
| All | +55.4% | +302.5% | -247.2% | -6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling