-2.6%
HD vs ROIV
+87.6%
-90.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.2% |
| 7D | +1.5% | +1.7% | -0.2% | +1.4% |
| 30D | +18.0% | +17.6% | +0.4% | +16.6% |
| 3M | +2.8% | +9.0% | -6.2% | +2.1% |
| 6M | +17.0% | +35.3% | -18.3% | +12.7% |
| YTD | +3.5% | +82.2% | -78.6% | -2.2% |
| 1Y | -2.6% | +92.3% | -94.8% | -10.0% |
| All | -2.6% | +87.6% | -90.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling