+127.8%
HSY vs IOVA
+3.8%
+124.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.4% | +4.7% | +1.3% |
| 7D | -0.4% | -6.4% | +6.0% | -0.3% |
| 30D | -3.4% | +25.4% | -28.9% | -4.0% |
| 3M | -0.5% | +115.3% | -115.9% | -2.7% |
| 6M | -19.1% | +56.5% | -75.7% | -20.5% |
| YTD | -2.1% | +198.2% | -200.2% | -5.4% |
| 1Y | -3.2% | +242.0% | -245.3% | -7.0% |
| 3Y | -8.8% | +36.8% | -45.6% | -12.9% |
| 5Y | +13.0% | -64.3% | +77.2% | +9.9% |
| All | +127.8% | +3.8% | +124.0% | +115.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling