+24.1%
HYG vs ROIV
+357.5%
-333.4%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -0.4% | +1.7% | -2.0% | -0.5% |
| 30D | +0.7% | +17.6% | -16.9% | -0.1% |
| 3M | -2.1% | +9.0% | -11.1% | -2.6% |
| 6M | -0.8% | +35.3% | -36.1% | -2.7% |
| YTD | +0.3% | +82.2% | -81.9% | -3.4% |
| 1Y | +1.8% | +92.3% | -90.5% | -2.3% |
| 3Y | +24.1% | +336.8% | -312.7% | +10.9% |
| All | +24.1% | +357.5% | -333.4% | +10.9% |
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