+290.5%
HUT vs IOVA
+250.8%
+39.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -1.0% | +7.4% | +6.6% |
| 7D | +28.3% | +5.1% | +23.2% | +26.7% |
| 30D | +12.3% | +37.2% | -24.9% | +4.1% |
| 3M | -16.8% | +117.5% | -134.3% | -33.6% |
| 6M | +111.4% | +69.6% | +41.8% | +77.9% |
| YTD | +116.6% | +218.7% | -102.1% | +41.6% |
| 1Y | +290.5% | +265.5% | +24.9% | +176.3% |
| All | +290.5% | +250.8% | +39.7% | +176.3% |
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