+131.1%
HSY vs IOVA
+7.2%
+124.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.4% |
| 7D | +1.1% | -7.0% | +8.1% | +1.2% |
| 30D | +7.7% | -44.4% | +52.1% | +8.8% |
| 3M | -2.3% | +24.7% | -26.9% | -3.3% |
| 6M | -5.3% | +118.6% | -124.0% | -7.9% |
| YTD | -0.9% | +196.3% | -197.2% | -4.7% |
| 1Y | +5.2% | +205.3% | -200.1% | +1.1% |
| 3Y | +0.7% | +103.8% | -103.0% | -5.0% |
| 5Y | +12.2% | -65.6% | +77.8% | +8.9% |
| 10Y | +131.1% | +6.4% | +124.7% | +119.7% |
| All | +131.1% | +7.2% | +124.0% | +119.7% |
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