+244.6%
HUT vs IOVA
-60.1%
+304.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.7% | +7.2% | +2.8% |
| 7D | +34.9% | -1.4% | +36.3% | +35.4% |
| 30D | -25.9% | -47.4% | +21.5% | -15.7% |
| 3M | -31.7% | +13.2% | -44.9% | -35.3% |
| 6M | -42.2% | +114.3% | -156.6% | -54.1% |
| YTD | +34.9% | +179.5% | -144.6% | -1.4% |
| 1Y | +48.5% | +200.4% | -151.9% | +7.5% |
| 3Y | +471.2% | +92.2% | +379.0% | +266.5% |
| 5Y | -18.9% | -63.8% | +44.9% | -31.7% |
| All | +244.6% | -60.1% | +304.6% | +215.9% |
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