+141.5%
HIMS vs IOVA
-63.3%
+204.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -0.3% |
| 7D | -24.1% | -3.5% | -20.6% | -23.7% |
| 30D | -28.8% | -45.4% | +16.6% | -22.8% |
| 3M | -31.4% | +19.0% | -50.4% | -35.0% |
| 6M | -18.3% | +112.0% | -130.3% | -31.9% |
| YTD | -39.2% | +184.2% | -223.5% | -52.8% |
| 1Y | -45.3% | +222.0% | -267.3% | -58.6% |
| 3Y | +181.9% | +92.6% | +89.3% | +102.5% |
| All | +141.5% | -63.3% | +204.8% | +128.1% |
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 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