+291.1%
ROIV vs HBM
+223.9%
+67.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +9.0% | -4.4% | +3.0% |
| 7D | +13.3% | +5.0% | +8.3% | +12.4% |
| 30D | +14.8% | -12.7% | +27.5% | +17.3% |
| 3M | +11.9% | -17.4% | +29.4% | +15.3% |
| 6M | +42.4% | -8.9% | +51.3% | +42.6% |
| YTD | +87.4% | +14.9% | +72.5% | +78.5% |
| 1Y | +97.2% | +41.4% | +55.8% | +81.0% |
| 3Y | +375.7% | +462.1% | -86.4% | +229.7% |
| 5Y | +379.0% | +224.0% | +155.0% | +241.5% |
| All | +291.1% | +223.9% | +67.2% | +176.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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