+5.8%
HD vs ROIV
+378.2%
-372.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.2% | -8.0% | -2.3% |
| 7D | +4.3% | +5.3% | -1.0% | +3.9% |
| 30D | +20.2% | +11.9% | +8.3% | +19.1% |
| 3M | -1.0% | +10.7% | -11.7% | -2.0% |
| 6M | +7.9% | +34.9% | -27.0% | +4.9% |
| YTD | +2.0% | +79.2% | -77.2% | -3.2% |
| 1Y | -4.3% | +89.0% | -93.3% | -9.6% |
| 3Y | +25.9% | +337.3% | -311.4% | +11.3% |
| All | +5.8% | +378.2% | -372.5% | -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