+10.3%
HLT vs ROIV
+195.2%
-184.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -1.6% | +16.9% | -18.5% | -3.2% |
| 30D | -5.0% | +12.9% | -17.9% | -6.2% |
| 3M | -10.4% | +37.3% | -47.7% | -13.7% |
| 6M | +3.2% | +38.0% | -34.8% | -1.2% |
| YTD | +6.7% | +88.1% | -81.4% | -0.4% |
| 1Y | +10.3% | +183.3% | -173.0% | +7.6% |
| All | +10.3% | +195.2% | -184.9% | +7.6% |
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