+156.5%
HL vs ROIV
+433.0%
-276.6%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.6% | -0.1% | +3.7% |
| 7D | +13.8% | +13.3% | +0.5% | +11.4% |
| 30D | -9.7% | +14.8% | -24.5% | -11.8% |
| 3M | -8.5% | +11.9% | -20.4% | -10.7% |
| 6M | -17.2% | +42.4% | -59.6% | -22.4% |
| YTD | -19.6% | +87.4% | -107.1% | -28.2% |
| 1Y | +11.1% | +97.2% | -86.1% | -1.5% |
| 3Y | +299.7% | +375.7% | -76.0% | +212.1% |
| 5Y | +156.5% | +379.0% | -222.6% | +71.7% |
| All | +156.5% | +433.0% | -276.6% | +71.7% |
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