+71.7%
HST vs IOVA
-64.9%
+136.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.8% | +0.2% |
| 7D | -1.0% | +9.7% | -10.8% | -1.8% |
| 30D | -12.3% | +102.5% | -114.8% | -17.9% |
| 3M | -6.4% | +100.7% | -107.0% | -12.8% |
| 6M | +15.0% | +106.3% | -91.3% | +5.8% |
| YTD | +30.5% | +222.0% | -191.5% | +14.2% |
| 1Y | +35.7% | +299.5% | -263.9% | +15.0% |
| 3Y | +68.4% | +42.9% | +25.5% | +44.1% |
| All | +71.7% | -64.9% | +136.6% | +54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling