+1.2%
HAL vs IOVA
+6.6%
-5.4%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +0.5% | +5.1% | -4.6% | 0.0% |
| 30D | +15.9% | +37.2% | -21.3% | +12.5% |
| 3M | -8.7% | +117.5% | -126.2% | -16.0% |
| 6M | +9.0% | +69.6% | -60.6% | +1.7% |
| YTD | +32.0% | +218.7% | -186.7% | +14.8% |
| 1Y | +72.5% | +265.5% | -193.1% | +46.3% |
| 3Y | -4.5% | +46.2% | -50.8% | -20.1% |
| 5Y | +109.7% | -63.2% | +172.9% | +90.7% |
| 10Y | +1.2% | +6.1% | -4.9% | -15.7% |
| All | +1.2% | +6.6% | -5.4% | -15.7% |
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