+297.1%
ROIV vs ALHC
-61.5%
+358.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.5% |
| 7D | +5.3% | +1.0% | +4.4% | +5.2% |
| 30D | +11.9% | -14.2% | +26.0% | +13.4% |
| 3M | +10.7% | -45.1% | +55.8% | +17.4% |
| 6M | +34.9% | -59.5% | +94.4% | +46.3% |
| YTD | +79.2% | -62.8% | +142.0% | +95.1% |
| 1Y | +89.0% | -55.5% | +144.5% | +101.4% |
| 3Y | +337.3% | +25.7% | +311.7% | +284.5% |
| 5Y | +402.3% | -66.8% | +469.1% | +350.2% |
| All | +297.1% | -61.5% | +358.6% | +253.3% |
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