+41.6%
HD vs ROIV
+232.7%
-191.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.8% |
| 7D | -2.1% | +0.6% | -2.7% | -2.1% |
| 30D | -8.4% | +1.0% | -9.4% | -8.5% |
| 3M | +4.3% | +18.3% | -13.9% | +3.0% |
| 6M | -11.1% | +18.3% | -29.5% | -12.4% |
| YTD | -4.7% | +61.0% | -65.6% | -8.2% |
| 1Y | -19.8% | +177.9% | -197.7% | -25.8% |
| 3Y | +4.1% | +199.1% | -195.0% | -5.0% |
| 5Y | +10.3% | +250.7% | -240.4% | -5.0% |
| All | +41.6% | +232.7% | -191.1% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling