+78.0%
HST vs IOVA
+85.3%
-7.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +12.9% |
| 3M | +6.3% | +29.5% | -23.2% | +2.8% |
| 6M | +19.0% | +96.6% | -77.6% | +10.2% |
| YTD | +47.0% | +194.5% | -147.5% | +29.7% |
| 1Y | +53.4% | +248.1% | -194.6% | +32.6% |
| 3Y | +78.0% | +86.1% | -8.1% | +46.1% |
| All | +78.0% | +85.3% | -7.3% | +46.1% |
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