+75.6%
HST vs IOVA
+362.8%
-287.2%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.3% |
| 7D | +3.3% | -41.3% | +44.6% | +3.4% |
| 30D | +16.4% | -38.5% | +54.9% | +16.4% |
| 3M | +5.5% | +99.5% | -94.1% | +4.5% |
| 6M | +31.1% | +126.0% | -94.8% | +28.3% |
| YTD | +55.9% | +218.7% | -162.8% | +48.4% |
| 1Y | +75.6% | +378.0% | -302.4% | +56.1% |
| All | +75.6% | +362.8% | -287.2% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling