+7.8%
HD vs ROIV
+369.5%
-361.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.2% | +2.7% | -1.2% |
| 7D | +6.4% | -2.4% | +8.8% | +6.6% |
| 30D | +22.1% | +3.1% | +19.0% | +21.7% |
| 3M | -0.2% | +5.8% | -6.0% | -0.9% |
| 6M | +12.6% | +29.3% | -16.7% | +9.9% |
| YTD | +3.9% | +68.8% | -64.9% | -0.9% |
| 1Y | -3.7% | +81.0% | -84.8% | -8.7% |
| 3Y | +27.9% | +294.6% | -266.8% | +13.8% |
| 5Y | +7.8% | +373.1% | -365.3% | -12.0% |
| All | +7.8% | +369.5% | -361.7% | -12.0% |
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