+298.8%
ROIV vs HBM
+312.0%
-13.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +5.7% | +13.0% | +17.8% |
| 7D | +20.2% | +7.3% | +12.8% | +18.9% |
| 30D | +14.1% | +5.0% | +9.1% | +13.1% |
| 3M | +45.6% | +11.1% | +34.5% | +41.9% |
| 6M | +44.1% | +30.2% | +13.9% | +35.3% |
| YTD | +91.2% | +46.2% | +45.0% | +75.1% |
| 1Y | +221.3% | +120.0% | +101.3% | +172.4% |
| 3Y | +229.2% | +527.3% | -298.1% | +124.2% |
| 5Y | +316.5% | +400.3% | -83.8% | +184.9% |
| All | +298.8% | +312.0% | -13.2% | +171.5% |
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