+296.1%
ROIV vs HBM
+211.9%
+84.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.9% |
| 7D | +14.3% | +2.4% | +11.9% | +13.8% |
| 30D | +16.2% | -16.0% | +32.2% | +19.6% |
| 3M | +15.1% | -21.3% | +36.5% | +19.6% |
| 6M | +44.2% | -12.2% | +56.4% | +45.3% |
| YTD | +89.8% | +10.7% | +79.1% | +82.0% |
| 1Y | +94.6% | +30.3% | +64.3% | +81.1% |
| 3Y | +367.5% | +432.2% | -64.7% | +227.1% |
| 5Y | +421.4% | +218.8% | +202.6% | +274.0% |
| All | +296.1% | +211.9% | +84.1% | +182.1% |
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