+144.3%
HLT vs ROIV
+319.4%
-175.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | -1.5% | +22.3% | -23.8% | -3.4% |
| 30D | -1.2% | +16.9% | -18.1% | -2.8% |
| 3M | -10.3% | +43.9% | -54.3% | -13.4% |
| 6M | +1.3% | +41.6% | -40.3% | -2.2% |
| YTD | +7.0% | +92.7% | -85.7% | +0.4% |
| 1Y | +11.9% | +210.2% | -198.3% | +0.6% |
| 3Y | +100.7% | +231.8% | -131.2% | +77.3% |
| All | +144.3% | +319.4% | -175.0% | +97.5% |
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