+189.3%
HLT vs ROIV
+232.7%
-43.3%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.1% |
| 7D | -3.3% | +0.6% | -3.9% | -3.4% |
| 30D | -4.1% | +1.0% | -5.0% | -4.2% |
| 3M | -7.9% | +18.3% | -26.2% | -9.4% |
| 6M | +2.2% | +18.3% | -16.2% | +0.4% |
| YTD | +8.5% | +61.0% | -52.5% | +3.5% |
| 1Y | +12.1% | +177.9% | -165.8% | +1.9% |
| 3Y | +107.6% | +199.1% | -91.5% | +85.6% |
| 5Y | +156.4% | +250.7% | -94.3% | +113.1% |
| All | +189.3% | +232.7% | -43.3% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling