-4.8%
HL vs ROIV
+104.3%
-109.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.3% | -8.5% | -7.7% |
| 7D | +8.2% | +14.3% | -6.1% | +3.3% |
| 30D | -16.3% | +16.2% | -32.5% | -20.6% |
| 3M | -18.6% | +15.1% | -33.7% | -23.1% |
| 6M | -23.2% | +44.2% | -67.4% | -34.0% |
| YTD | -25.5% | +89.8% | -115.3% | -42.8% |
| 1Y | -4.8% | +94.6% | -99.3% | -29.8% |
| All | -4.8% | +104.3% | -109.1% | -29.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling