-33.8%
HUT vs IOVA
-67.9%
+34.1%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +3.9% | +10.7% | +13.6% |
| 7D | -11.4% | -5.2% | -6.2% | -9.9% |
| 30D | -41.0% | -37.8% | -3.3% | -35.0% |
| 3M | -41.9% | +29.5% | -71.4% | -47.0% |
| 6M | -51.7% | +96.6% | -148.2% | -61.7% |
| YTD | +14.6% | +194.5% | -179.9% | -19.9% |
| 1Y | +21.4% | +248.1% | -226.7% | -18.2% |
| 3Y | +359.8% | +86.1% | +273.7% | +171.9% |
| All | -33.8% | -67.9% | +34.1% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling