+181.9%
HIMS vs IOVA
+99.0%
+82.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.2% |
| 7D | -24.1% | -3.5% | -20.6% | -23.7% |
| 30D | -28.8% | -45.4% | +16.6% | -23.6% |
| 3M | -31.4% | +19.0% | -50.4% | -34.5% |
| 6M | -18.3% | +112.0% | -130.3% | -30.0% |
| YTD | -39.2% | +184.2% | -223.5% | -51.0% |
| 1Y | -45.3% | +222.0% | -267.3% | -56.9% |
| 3Y | +181.9% | +92.6% | +89.3% | +137.3% |
| All | +181.9% | +99.0% | +82.9% | +137.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling