+6.7%
HD vs ROIV
+380.3%
-373.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +16.5% |
| 3M | +2.8% | +9.0% | -6.2% | +1.9% |
| 6M | +17.0% | +35.3% | -18.3% | +13.7% |
| YTD | +3.5% | +82.2% | -78.6% | -1.8% |
| 1Y | -2.6% | +92.3% | -94.8% | -8.1% |
| 3Y | +30.7% | +336.8% | -306.1% | +15.5% |
| All | +6.7% | +380.3% | -373.7% | -13.4% |
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