+17.9%
HYG vs ROIV
+380.3%
-362.4%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -0.4% | +1.7% | -2.0% | -0.4% |
| 30D | +0.7% | +17.6% | -16.9% | +0.1% |
| 3M | -2.1% | +9.0% | -11.1% | -2.5% |
| 6M | -0.8% | +35.3% | -36.1% | -2.1% |
| YTD | +0.3% | +82.2% | -81.9% | -2.3% |
| 1Y | +1.8% | +92.3% | -90.5% | -1.1% |
| 3Y | +24.1% | +336.8% | -312.7% | +16.6% |
| All | +17.9% | +380.3% | -362.4% | +5.9% |
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 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