+89.6%
HAL vs ROIV
+276.5%
-186.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.2% |
| 7D | +6.1% | +1.7% | +4.4% | +6.0% |
| 30D | +2.9% | +17.6% | -14.7% | +1.8% |
| 3M | +3.3% | +9.0% | -5.6% | +2.6% |
| 6M | -16.9% | +35.3% | -52.2% | -18.9% |
| YTD | +21.2% | +82.2% | -61.0% | +15.5% |
| 1Y | +27.5% | +92.3% | -64.7% | +21.0% |
| 3Y | -6.4% | +336.8% | -343.2% | -16.6% |
| 5Y | +58.0% | +370.6% | -312.6% | +31.6% |
| All | +89.6% | +276.5% | -186.8% | +54.9% |
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