+182.8%
HIMS vs IOVA
-57.8%
+240.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.6% |
| 7D | -3.9% | +9.7% | -13.7% | -5.3% |
| 30D | -12.4% | +102.5% | -115.0% | -22.6% |
| 3M | -1.1% | +100.7% | -101.8% | -13.2% |
| 6M | +68.4% | +106.3% | -37.9% | +45.7% |
| YTD | -14.7% | +222.0% | -236.6% | -32.0% |
| 1Y | -42.4% | +299.5% | -341.9% | -56.4% |
| 3Y | +304.5% | +42.9% | +261.6% | +222.0% |
| 5Y | +237.5% | -65.0% | +302.5% | +200.2% |
| All | +182.8% | -57.8% | +240.5% | +156.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling