-19.1%
HAL vs IOVA
+28.7%
-47.8%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | 0.0% |
| 7D | -7.9% | +1.9% | -9.8% | -8.1% |
| 30D | -2.1% | -44.1% | +42.1% | +1.7% |
| 3M | +0.4% | +28.9% | -28.4% | -3.8% |
| 6M | -19.2% | +125.7% | -144.9% | -27.5% |
| YTD | +14.4% | +199.3% | -184.9% | -1.8% |
| 1Y | +18.0% | +255.2% | -237.2% | -0.8% |
| 3Y | -9.7% | +106.8% | -116.5% | -28.2% |
| 5Y | +40.1% | -67.1% | +107.2% | +27.2% |
| 10Y | -19.1% | +16.7% | -35.8% | -36.1% |
| All | -19.1% | +28.7% | -47.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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