+636.8%
HLT vs IOVA
+1.6%
+635.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.1% | +3.9% | +1.0% |
| 7D | -1.5% | -2.2% | +0.8% | -1.3% |
| 30D | -1.2% | +31.7% | -33.0% | -3.2% |
| 3M | -10.3% | +117.3% | -127.6% | -15.9% |
| 6M | +1.3% | +55.8% | -54.6% | -3.4% |
| YTD | +7.0% | +208.8% | -201.8% | -3.4% |
| 1Y | +11.9% | +255.7% | -243.8% | -0.8% |
| 3Y | +100.7% | +41.7% | +59.0% | +76.3% |
| 5Y | +147.5% | -64.9% | +212.4% | +130.4% |
| 10Y | +586.5% | +6.3% | +580.2% | +452.4% |
| All | +636.8% | +1.6% | +635.3% | +478.0% |
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