+230.2%
HIMS vs IOVA
-63.5%
+293.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +1.8% |
| 7D | -0.9% | +5.1% | -6.0% | -1.8% |
| 30D | -10.8% | +37.2% | -48.1% | -15.4% |
| 3M | +3.7% | +117.5% | -113.8% | -11.4% |
| 6M | +79.0% | +69.6% | +9.4% | +58.1% |
| YTD | -13.2% | +218.7% | -231.9% | -32.5% |
| 1Y | -43.3% | +265.5% | -308.8% | -57.6% |
| 3Y | +331.4% | +46.2% | +285.2% | +231.1% |
| 5Y | +230.2% | -63.2% | +293.5% | +219.4% |
| All | +230.2% | -63.5% | +293.8% | +219.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling