+67.9%
HPQ vs ROIV
+298.2%
-230.3%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.8% | +3.1% | +3.9% |
| 7D | +1.3% | +22.3% | -21.1% | -0.5% |
| 30D | +8.7% | +16.9% | -8.2% | +7.1% |
| 3M | +31.5% | +43.9% | -12.5% | +27.1% |
| 6M | +76.0% | +41.6% | +34.4% | +70.0% |
| YTD | +49.5% | +92.7% | -43.1% | +39.9% |
| 1Y | +17.3% | +210.2% | -192.9% | +4.9% |
| 3Y | +24.4% | +231.8% | -207.5% | +9.1% |
| 5Y | +37.3% | +319.8% | -282.5% | +10.9% |
| All | +67.9% | +298.2% | -230.3% | +36.6% |
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 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