+273.8%
ROIV vs HAS
+66.8%
+207.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.5% | +6.7% | +6.3% |
| 7D | +5.3% | -0.2% | +5.5% | +5.4% |
| 30D | +11.9% | +31.0% | -19.1% | +6.8% |
| 3M | +10.7% | +30.7% | -20.0% | +5.5% |
| 6M | +34.9% | +23.9% | +11.0% | +29.2% |
| YTD | +79.2% | +48.3% | +30.9% | +63.9% |
| 1Y | +89.0% | +60.2% | +28.8% | +69.7% |
| 3Y | +337.3% | +189.2% | +148.1% | +232.4% |
| 5Y | +402.3% | +50.4% | +351.9% | +343.9% |
| All | +273.8% | +66.8% | +207.0% | +224.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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