+35.5%
HAL vs IOVA
-91.6%
+127.2%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.6% |
| 7D | +2.9% | +9.7% | -6.8% | +2.7% |
| 30D | +17.0% | +102.5% | -85.5% | +14.7% |
| 3M | -9.7% | +100.7% | -110.3% | -11.6% |
| 6M | +8.6% | +106.3% | -97.7% | +6.0% |
| YTD | +33.0% | +222.0% | -189.0% | +28.0% |
| 1Y | +68.3% | +299.5% | -231.2% | +60.6% |
| 3Y | +0.1% | +42.9% | -42.8% | -4.1% |
| 5Y | +102.6% | -65.0% | +167.6% | +97.1% |
| 10Y | +3.8% | +10.3% | -6.5% | -1.3% |
| All | +35.5% | -91.6% | +127.2% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling