+87.5%
HST vs IOVA
+99.0%
-11.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +14.4% |
| 3M | +13.1% | +19.0% | -5.9% | +10.0% |
| 6M | +23.9% | +112.0% | -88.1% | +14.1% |
| YTD | +52.3% | +184.2% | -132.0% | +34.6% |
| 1Y | +56.7% | +222.0% | -165.3% | +36.4% |
| 3Y | +87.5% | +92.6% | -5.0% | +55.8% |
| All | +87.5% | +99.0% | -11.5% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling