-42.4%
HIMS vs IOVA
+299.5%
-341.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.5% |
| 7D | -3.9% | +9.7% | -13.7% | -4.9% |
| 30D | -12.4% | +102.5% | -115.0% | -18.6% |
| 3M | -1.1% | +100.7% | -101.8% | -8.3% |
| 6M | +68.4% | +106.3% | -37.9% | +54.0% |
| YTD | -14.7% | +222.0% | -236.6% | -25.6% |
| 1Y | -42.4% | +299.5% | -341.9% | -49.2% |
| All | -42.4% | +299.5% | -341.9% | -49.2% |
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