+12.2%
IOT vs HDB
-34.6%
+46.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.4% | +4.2% | +3.7% |
| 7D | -2.3% | +0.4% | -2.8% | -2.3% |
| 30D | +3.8% | -2.8% | +6.6% | +4.0% |
| 3M | +14.2% | -3.5% | +17.7% | +14.9% |
| 6M | +40.1% | -24.7% | +64.8% | +32.8% |
| YTD | +13.4% | -36.6% | +50.0% | +6.3% |
| 1Y | +12.2% | -34.4% | +46.5% | +4.8% |
| All | +12.2% | -34.6% | +46.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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