+250.4%
ROIV vs HBM
+349.4%
-99.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.5% | +1.7% |
| 7D | +0.6% | -6.4% | +7.0% | +1.9% |
| 30D | +1.0% | +5.9% | -5.0% | -0.4% |
| 3M | +18.3% | -8.9% | +27.2% | +19.1% |
| 6M | +18.3% | +10.7% | +7.7% | +13.2% |
| YTD | +61.0% | +38.3% | +22.7% | +46.2% |
| 1Y | +177.9% | +121.3% | +56.5% | +126.6% |
| 3Y | +199.1% | +450.6% | -251.5% | +88.6% |
| All | +250.4% | +349.4% | -99.0% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling