+250.4%
ROIV vs ALHC
-33.5%
+283.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +0.6% | -0.6% | +1.2% | +0.7% |
| 30D | +1.0% | -1.0% | +2.0% | +1.0% |
| 3M | +18.3% | -10.2% | +28.4% | +18.4% |
| 6M | +18.3% | -28.3% | +46.6% | +21.2% |
| YTD | +61.0% | -31.4% | +92.4% | +65.2% |
| 1Y | +177.9% | -16.9% | +194.8% | +177.6% |
| 3Y | +199.1% | +135.5% | +63.6% | +137.4% |
| All | +250.4% | -33.5% | +283.8% | +183.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling