+308.5%
ROIV vs ALHC
-60.6%
+369.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.5% | -2.0% | -4.2% |
| 7D | +9.2% | -0.8% | +10.0% | +9.3% |
| 30D | +19.9% | -9.6% | +29.5% | +21.1% |
| 3M | +10.6% | -44.5% | +55.1% | +17.1% |
| 6M | +36.1% | -59.2% | +95.3% | +47.5% |
| YTD | +84.3% | -62.0% | +146.3% | +100.2% |
| 1Y | +87.6% | -54.8% | +142.4% | +99.5% |
| 3Y | +353.9% | +25.0% | +328.9% | +299.8% |
| 5Y | +376.1% | -65.3% | +441.4% | +327.9% |
| All | +308.5% | -60.6% | +369.1% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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