+217.0%
HUT vs IOVA
-57.2%
+274.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +7.9% |
| 7D | +3.7% | +1.9% | +1.8% | +3.6% |
| 30D | -32.3% | -44.1% | +11.8% | -24.0% |
| 3M | -35.6% | +28.9% | -64.5% | -40.7% |
| 6M | -42.1% | +125.7% | -167.8% | -54.5% |
| YTD | +24.1% | +199.3% | -175.1% | -10.6% |
| 1Y | +27.9% | +255.2% | -227.3% | -10.9% |
| 3Y | +409.1% | +106.8% | +302.3% | +221.5% |
| 5Y | -25.9% | -67.1% | +41.1% | -36.8% |
| All | +217.0% | -57.2% | +274.3% | +186.5% |
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