+122.4%
HST vs IOVA
+0.8%
+121.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.2% |
| 7D | +3.6% | -3.5% | +7.1% | +3.8% |
| 30D | +11.2% | -45.4% | +56.6% | +15.4% |
| 3M | +13.1% | +19.0% | -5.9% | +9.6% |
| 6M | +23.9% | +112.0% | -88.1% | +12.7% |
| YTD | +52.3% | +184.2% | -132.0% | +32.8% |
| 1Y | +56.7% | +222.0% | -165.3% | +34.7% |
| 3Y | +87.5% | +92.6% | -5.0% | +55.9% |
| 5Y | +82.8% | -63.2% | +146.0% | +64.5% |
| All | +122.4% | +0.8% | +121.6% | +85.9% |
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