+112.5%
HL vs IOVA
-66.8%
+179.3%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.7% | +0.2% | -4.8% |
| 7D | -7.6% | -1.4% | -6.2% | -7.4% |
| 30D | -17.5% | -47.4% | +29.9% | -12.6% |
| 3M | -26.2% | +13.2% | -39.4% | -28.3% |
| 6M | -35.1% | +114.3% | -149.4% | -41.9% |
| YTD | -30.4% | +179.5% | -209.9% | -40.5% |
| 1Y | -14.0% | +200.4% | -214.4% | -27.2% |
| 3Y | +256.3% | +92.2% | +164.1% | +190.1% |
| 5Y | +112.5% | -63.8% | +176.3% | +100.0% |
| All | +112.5% | -66.8% | +179.3% | +100.0% |
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 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