+273.8%
ROIV vs HDB
-19.5%
+293.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.7% |
| 7D | +5.3% | +13.3% | -8.0% | +2.2% |
| 30D | +11.9% | +13.6% | -1.7% | +8.4% |
| 3M | +10.7% | +5.8% | +4.9% | +8.7% |
| 6M | +34.9% | -1.9% | +36.8% | +34.7% |
| YTD | +79.2% | -31.2% | +110.4% | +96.4% |
| 1Y | +89.0% | -29.6% | +118.6% | +105.8% |
| 3Y | +337.3% | -10.1% | +347.4% | +341.6% |
| 5Y | +402.3% | -24.3% | +426.7% | +399.2% |
| All | +273.8% | -19.5% | +293.4% | +270.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 all: compounded portfolio wealth divided by compounded HDB 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…
all analysis · Full analysis span regression · 6 months rolling