+184.7%
HLT vs ROIV
+288.8%
-104.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.6% | +16.9% | -18.5% | -3.1% |
| 30D | -5.0% | +12.9% | -17.9% | -6.2% |
| 3M | -10.4% | +37.3% | -47.7% | -13.1% |
| 6M | +3.2% | +38.0% | -34.8% | -0.1% |
| YTD | +6.7% | +88.1% | -81.4% | +0.3% |
| 1Y | +10.3% | +183.3% | -173.0% | -0.1% |
| 3Y | +99.3% | +254.6% | -155.3% | +75.3% |
| 5Y | +143.7% | +309.8% | -166.1% | +99.4% |
| All | +184.7% | +288.8% | -104.1% | +136.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling