+391.2%
HSY vs IOVA
-92.7%
+483.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.7% | +3.9% | -1.7% |
| 7D | -2.3% | -1.4% | -0.9% | -2.3% |
| 30D | +6.3% | -47.4% | +53.7% | +6.7% |
| 3M | -5.2% | +13.2% | -18.4% | -5.4% |
| 6M | -8.3% | +114.3% | -122.6% | -9.0% |
| YTD | -2.7% | +179.5% | -182.1% | -3.7% |
| 1Y | +0.1% | +200.4% | -200.3% | -1.0% |
| 3Y | -1.0% | +92.2% | -93.2% | -2.5% |
| 5Y | +10.6% | -63.8% | +74.4% | +9.6% |
| 10Y | +127.0% | +0.4% | +126.6% | +123.4% |
| All | +391.2% | -92.7% | +483.9% | +384.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling