+16.4%
HAL vs IOVA
-92.3%
+108.7%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -0.3% |
| 7D | -12.0% | -5.2% | -6.8% | -11.9% |
| 30D | +0.3% | -37.8% | +38.1% | +1.2% |
| 3M | -1.6% | +29.5% | -31.1% | -2.8% |
| 6M | -20.5% | +96.6% | -117.1% | -22.6% |
| YTD | +14.2% | +194.5% | -180.3% | +9.6% |
| 1Y | +18.9% | +248.1% | -229.2% | +13.5% |
| 3Y | -13.7% | +86.1% | -99.8% | -18.1% |
| 5Y | +42.2% | -67.8% | +110.0% | +38.0% |
| 10Y | -16.7% | +38.6% | -55.3% | -21.3% |
| All | +16.4% | -92.3% | +108.7% | +2.6% |
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