+265.3%
HUT vs IOVA
+299.5%
-34.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.9% |
| 7D | +17.8% | +9.7% | +8.0% | +15.1% |
| 30D | +0.8% | +102.5% | -101.7% | -16.4% |
| 3M | -26.8% | +100.7% | -127.5% | -39.7% |
| 6M | +72.6% | +106.3% | -33.8% | +35.9% |
| YTD | +103.6% | +222.0% | -118.4% | +35.4% |
| 1Y | +265.3% | +299.5% | -34.3% | +146.2% |
| All | +265.3% | +299.5% | -34.3% | +146.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling