+391.7%
HSY vs IOVA
-92.2%
+483.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.6% |
| 7D | +1.3% | +1.9% | -0.6% | +1.3% |
| 30D | +6.6% | -44.1% | +50.7% | +6.9% |
| 3M | -4.1% | +28.9% | -33.0% | -4.4% |
| 6M | -5.2% | +125.7% | -130.9% | -6.0% |
| YTD | -2.5% | +199.3% | -201.8% | -3.6% |
| 1Y | +4.7% | +255.2% | -250.5% | +3.5% |
| 3Y | +0.6% | +106.8% | -106.3% | -0.9% |
| 5Y | +11.7% | -67.1% | +78.8% | +10.7% |
| 10Y | +120.0% | +16.7% | +103.3% | +116.4% |
| All | +391.7% | -92.2% | +483.9% | +384.6% |
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