+79.0%
HAL vs ROIV
+287.3%
-208.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.2% |
| 7D | -7.9% | +13.3% | -21.2% | -8.6% |
| 30D | -2.1% | +14.8% | -16.8% | -2.9% |
| 3M | +0.4% | +11.9% | -11.5% | -0.5% |
| 6M | -19.2% | +42.4% | -61.6% | -21.4% |
| YTD | +14.4% | +87.4% | -73.1% | +8.8% |
| 1Y | +18.0% | +97.2% | -79.3% | +11.7% |
| 3Y | -9.7% | +375.7% | -385.4% | -19.9% |
| 5Y | +40.1% | +379.0% | -338.9% | +16.6% |
| All | +79.0% | +287.3% | -208.4% | +46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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