+99.3%
HLT vs IOVA
+43.8%
+55.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.7% | -5.7% | -0.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.5% |
| 30D | -5.0% | +27.6% | -32.6% | -5.9% |
| 3M | -10.4% | +117.2% | -127.6% | -13.2% |
| 6M | +3.2% | +77.7% | -74.4% | +0.4% |
| YTD | +6.7% | +215.0% | -208.3% | +1.4% |
| 1Y | +10.3% | +255.4% | -245.1% | +3.9% |
| 3Y | +99.3% | +42.6% | +56.7% | +81.4% |
| All | +99.3% | +43.8% | +55.5% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling