+256.8%
ROIV vs ALHC
-28.9%
+285.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| 6M | +18.3% | -28.3% | +46.6% | +21.0% |
| YTD | +61.0% | -31.4% | +92.4% | +64.9% |
| 1Y | +177.9% | -16.9% | +194.8% | +177.7% |
| 3Y | +199.1% | +135.5% | +63.6% | +144.2% |
| 5Y | +250.7% | -33.6% | +284.3% | +194.3% |
| All | +256.8% | -28.9% | +285.7% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling