+55.0%
HST vs IOVA
+235.7%
-180.6%
-15.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | -1.3% | -7.0% | +5.7% | -1.3% |
| 30D | +13.4% | -44.4% | +57.8% | +12.8% |
| 3M | +16.7% | +24.7% | -8.0% | +17.1% |
| 6M | +24.0% | +118.6% | -94.6% | +24.3% |
| YTD | +54.0% | +196.3% | -142.4% | +53.8% |
| 1Y | +55.0% | +205.3% | -150.2% | +54.9% |
| All | +55.0% | +235.7% | -180.6% | +54.9% |
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 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