+218.8%
HL vs IOVA
-91.6%
+310.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.5% |
| 7D | +1.5% | +9.7% | -8.3% | +1.1% |
| 30D | +25.1% | +102.5% | -77.5% | +21.5% |
| 3M | +22.9% | +100.7% | -77.8% | +19.3% |
| 6M | -4.9% | +106.3% | -111.2% | -8.1% |
| YTD | +7.8% | +222.0% | -214.1% | +2.3% |
| 1Y | +133.9% | +299.5% | -165.7% | +119.8% |
| 3Y | +380.9% | +42.9% | +338.0% | +355.7% |
| 5Y | +230.2% | -65.0% | +295.2% | +219.6% |
| 10Y | +265.6% | +10.3% | +255.3% | +240.1% |
| All | +218.8% | -91.6% | +310.4% | +164.0% |
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 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