+6.1%
HD vs ROIV
+413.4%
-407.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.4% | +3.6% | -0.5% |
| 7D | -0.5% | +9.2% | -9.7% | -1.2% |
| 30D | +18.5% | +19.9% | -1.4% | +16.8% |
| 3M | +2.2% | +10.6% | -8.4% | +1.1% |
| 6M | +13.8% | +36.1% | -22.2% | +10.6% |
| YTD | +3.4% | +84.3% | -80.9% | -2.0% |
| 1Y | -3.5% | +87.6% | -91.1% | -8.8% |
| 3Y | +29.0% | +353.9% | -324.9% | +13.7% |
| 5Y | +6.1% | +376.1% | -370.0% | -14.0% |
| All | +6.1% | +413.4% | -407.3% | -14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling