+261.2%
HL vs IOVA
+3.8%
+257.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.5% | -3.6% |
| 7D | -5.6% | -6.4% | +0.8% | -4.9% |
| 30D | +12.7% | +25.4% | -12.7% | +10.1% |
| 3M | +42.5% | +115.3% | -72.8% | +29.6% |
| 6M | -9.0% | +56.5% | -65.5% | -15.1% |
| YTD | +4.4% | +198.2% | -193.8% | -10.1% |
| 1Y | +82.7% | +242.0% | -159.4% | +53.8% |
| 3Y | +406.3% | +36.8% | +369.5% | +328.4% |
| 5Y | +238.2% | -64.3% | +302.4% | +207.5% |
| All | +261.2% | +3.8% | +257.4% | +247.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling