+124.4%
HSY vs IOVA
+0.8%
+123.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.5% |
| 7D | -2.1% | -3.5% | +1.3% | -2.1% |
| 30D | +6.1% | -45.4% | +51.5% | +7.3% |
| 3M | -5.6% | +19.0% | -24.6% | -6.6% |
| 6M | -9.5% | +112.0% | -121.6% | -12.0% |
| YTD | -2.1% | +184.2% | -186.4% | -5.7% |
| 1Y | +0.8% | +222.0% | -221.2% | -3.4% |
| 3Y | -2.1% | +92.6% | -94.7% | -7.6% |
| 5Y | +11.2% | -63.2% | +74.4% | +7.7% |
| All | +124.4% | +0.8% | +123.6% | +113.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling