+62.6%
IOT vs HDB
-26.3%
+88.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +1.3% |
| 7D | +2.8% | -2.0% | +4.8% | +3.7% |
| 30D | -1.8% | -4.9% | +3.1% | +0.3% |
| 3M | +17.9% | -2.3% | +20.2% | +18.0% |
| 6M | +13.5% | -23.7% | +37.3% | +27.9% |
| YTD | +13.3% | -38.5% | +51.7% | +42.4% |
| 1Y | -3.3% | -36.5% | +33.1% | +18.7% |
| 3Y | +31.3% | -28.5% | +59.8% | +43.2% |
| All | +62.6% | -26.3% | +88.8% | +72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling