+403.8%
HUT vs IQV
+151.6%
+252.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.7% | -5.6% |
| 7D | +2.8% | -5.3% | +8.1% | +6.9% |
| 30D | +2.1% | +5.5% | -3.5% | -2.3% |
| 3M | -14.3% | +41.2% | -55.5% | -38.4% |
| 6M | +84.2% | +50.5% | +33.7% | +23.2% |
| YTD | +97.2% | +14.1% | +83.1% | +66.0% |
| 1Y | +192.7% | +39.9% | +152.8% | +104.7% |
| 3Y | +712.6% | +20.5% | +692.1% | +513.7% |
| 5Y | +85.5% | -1.2% | +86.7% | +75.5% |
| All | +403.8% | +151.6% | +252.2% | +195.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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