+192.7%
HUT vs IOVA
-57.9%
+250.6%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.6% | +3.9% | +10.7% | +13.7% |
| 7D | -11.4% | -5.2% | -6.2% | -10.0% |
| 30D | -41.0% | -37.8% | -3.3% | -35.4% |
| 3M | -41.9% | +29.5% | -71.4% | -46.5% |
| 6M | -51.7% | +96.6% | -148.2% | -60.9% |
| YTD | +14.6% | +194.5% | -179.9% | -17.2% |
| 1Y | +21.4% | +248.1% | -226.7% | -15.1% |
| 3Y | +359.8% | +86.1% | +273.7% | +197.8% |
| 5Y | -27.5% | -67.8% | +40.4% | -37.8% |
| All | +192.7% | -57.9% | +250.6% | +165.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling