+453.2%
HUT vs IOVA
-54.5%
+507.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.6% |
| 7D | +28.3% | +5.1% | +23.2% | +26.9% |
| 30D | +12.3% | +37.2% | -24.9% | +4.9% |
| 3M | -16.8% | +117.5% | -134.3% | -31.8% |
| 6M | +111.4% | +69.6% | +41.8% | +80.4% |
| YTD | +116.6% | +218.7% | -102.1% | +58.1% |
| 1Y | +290.5% | +265.5% | +24.9% | +174.8% |
| 3Y | +792.3% | +46.2% | +746.1% | +521.9% |
| 5Y | +94.1% | -63.2% | +157.4% | +65.6% |
| All | +453.2% | -54.5% | +507.6% | +406.5% |
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