+411.6%
ROIV vs HBM
+205.9%
+205.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.6% | +4.6% | +5.8% |
| 7D | +5.3% | -3.6% | +9.0% | +6.2% |
| 30D | +11.9% | -19.2% | +31.1% | +16.8% |
| 3M | +10.7% | -20.5% | +31.2% | +15.8% |
| 6M | +34.9% | -12.8% | +47.7% | +36.2% |
| YTD | +79.2% | +5.4% | +73.7% | +71.3% |
| 1Y | +89.0% | +33.0% | +56.1% | +71.5% |
| 3Y | +337.3% | +357.3% | -20.0% | +177.8% |
| All | +411.6% | +205.9% | +205.7% | +267.9% |
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