+101.3%
HIMS vs IOVA
-63.4%
+164.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.7% | +0.5% | -4.3% |
| 7D | -18.0% | -1.4% | -16.6% | -17.8% |
| 30D | -33.6% | -47.4% | +13.8% | -27.9% |
| 3M | -34.2% | +13.2% | -47.4% | -36.8% |
| 6M | -21.2% | +114.3% | -135.5% | -33.4% |
| YTD | -39.2% | +179.5% | -218.7% | -51.7% |
| 1Y | -49.4% | +200.4% | -249.8% | -60.4% |
| 3Y | +189.7% | +92.2% | +97.5% | +117.2% |
| 5Y | +166.6% | -63.8% | +230.4% | +132.4% |
| All | +101.3% | -63.4% | +164.7% | +82.2% |
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