+256.9%
HL vs IQV
+242.6%
+14.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.9% |
| 7D | -4.4% | -2.2% | -2.1% | -3.5% |
| 30D | +9.3% | +8.3% | +1.0% | +5.9% |
| 3M | +32.0% | +44.6% | -12.6% | +11.2% |
| 6M | -6.4% | +52.6% | -59.0% | -24.0% |
| YTD | +3.1% | +16.1% | -13.0% | -6.0% |
| 1Y | +77.6% | +37.3% | +40.3% | +49.0% |
| 3Y | +392.8% | +21.6% | +371.3% | +323.0% |
| 5Y | +234.1% | +0.5% | +233.6% | +207.7% |
| All | +256.9% | +242.6% | +14.3% | +84.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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