+99.8%
HST vs IOVA
+6.6%
+93.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.2% |
| 7D | +2.0% | +5.1% | -3.1% | +1.6% |
| 30D | -5.2% | +37.2% | -42.5% | -7.8% |
| 3M | -6.2% | +117.5% | -123.7% | -13.3% |
| 6M | +20.4% | +69.6% | -49.2% | +12.9% |
| YTD | +30.6% | +218.7% | -188.1% | +14.7% |
| 1Y | +37.4% | +265.5% | -228.2% | +18.1% |
| 3Y | +66.1% | +46.2% | +19.9% | +43.0% |
| 5Y | +73.7% | -63.2% | +137.0% | +58.5% |
| 10Y | +99.8% | +6.1% | +93.7% | +61.9% |
| All | +99.8% | +6.6% | +93.2% | +61.9% |
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