+244.9%
HAS vs IOVA
-91.6%
+336.5%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.5% |
| 7D | -1.8% | +9.7% | -11.5% | -2.0% |
| 30D | +2.3% | +102.5% | -100.3% | +0.8% |
| 3M | +10.4% | +100.7% | -90.3% | +8.7% |
| 6M | -3.2% | +106.3% | -109.6% | -4.9% |
| YTD | +15.4% | +222.0% | -206.6% | +12.3% |
| 1Y | +18.8% | +299.5% | -280.7% | +14.9% |
| 3Y | +43.9% | +42.9% | +1.0% | +39.7% |
| 5Y | +13.9% | -65.0% | +78.9% | +11.5% |
| 10Y | +56.4% | +10.3% | +46.1% | +51.7% |
| All | +244.9% | -91.6% | +336.5% | +239.1% |
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 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