+243.3%
HL vs ROIV
+316.9%
-73.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +18.8% | -19.8% | -4.2% |
| 7D | +7.1% | +20.2% | -13.1% | +3.5% |
| 30D | +21.4% | +14.1% | +7.3% | +18.4% |
| 3M | +37.4% | +45.6% | -8.2% | +28.6% |
| 6M | +0.4% | +44.1% | -43.7% | -5.9% |
| YTD | +6.7% | +91.2% | -84.5% | -4.6% |
| 1Y | +102.4% | +221.3% | -118.9% | +67.7% |
| 3Y | +417.4% | +229.2% | +188.2% | +320.7% |
| 5Y | +243.3% | +316.5% | -73.1% | +139.3% |
| All | +243.3% | +316.9% | -73.6% | +139.3% |
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