+105.8%
HL vs IOVA
-92.7%
+198.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.7% | +0.2% | -5.2% |
| 7D | -7.6% | -1.4% | -6.2% | -7.6% |
| 30D | -17.5% | -47.4% | +29.9% | -15.8% |
| 3M | -26.2% | +13.2% | -39.4% | -26.9% |
| 6M | -35.1% | +114.3% | -149.4% | -37.5% |
| YTD | -30.4% | +179.5% | -209.9% | -33.9% |
| 1Y | -14.0% | +200.4% | -214.4% | -18.6% |
| 3Y | +256.3% | +92.2% | +164.1% | +233.9% |
| 5Y | +112.5% | -63.8% | +176.3% | +104.9% |
| 10Y | +131.3% | +0.4% | +130.9% | +115.1% |
| All | +105.8% | -92.7% | +198.5% | +70.4% |
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