+26.3%
HYG vs ROIV
+230.5%
-204.3%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.2% |
| 7D | -0.2% | +22.3% | -22.5% | -1.0% |
| 30D | -0.1% | +16.9% | -16.9% | -0.8% |
| 3M | +0.7% | +43.9% | -43.2% | -1.0% |
| 6M | +1.5% | +41.6% | -40.1% | -0.2% |
| YTD | +1.9% | +92.7% | -90.7% | -1.2% |
| 1Y | +3.7% | +210.2% | -206.4% | -1.9% |
| All | +26.3% | +230.5% | -204.3% | +17.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling