-37.7%
HIMS vs IOVA
+362.8%
-400.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.5% | +5.2% | +3.9% |
| 7D | -9.1% | -41.3% | +32.2% | -5.2% |
| 30D | -10.1% | -38.5% | +28.4% | -6.8% |
| 3M | -17.1% | +99.5% | -116.6% | -23.1% |
| 6M | -2.2% | +126.0% | -128.2% | -11.7% |
| YTD | -17.9% | +218.7% | -236.6% | -28.1% |
| 1Y | -37.7% | +378.0% | -415.7% | -47.2% |
| All | -37.7% | +362.8% | -400.5% | -47.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling