+131.7%
HST vs IOVA
+26.6%
+105.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.9% | -3.9% | -0.3% |
| 7D | -2.7% | -5.2% | +2.5% | -2.4% |
| 30D | +10.7% | -37.8% | +48.5% | +13.7% |
| 3M | +6.3% | +29.5% | -23.2% | +2.3% |
| 6M | +19.0% | +96.6% | -77.6% | +8.8% |
| YTD | +47.0% | +194.5% | -147.5% | +28.0% |
| 1Y | +53.4% | +248.1% | -194.6% | +31.0% |
| 3Y | +78.0% | +86.1% | -8.1% | +48.6% |
| 5Y | +71.7% | -67.8% | +139.5% | +56.1% |
| All | +131.7% | +26.6% | +105.1% | +93.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling