+92.4%
ROIV vs HIG
+12.7%
+79.7%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.4% | +3.7% | +6.2% |
| 7D | +3.0% | +6.2% | -3.2% | +3.5% |
| 30D | +6.8% | +9.4% | -2.6% | +7.7% |
| 3M | +10.5% | -2.3% | +12.9% | +10.6% |
| 6M | +34.8% | +4.2% | +30.6% | +34.6% |
| YTD | +76.2% | +1.6% | +74.6% | +75.4% |
| 1Y | +92.4% | +9.9% | +82.5% | +86.7% |
| All | +92.4% | +12.7% | +79.7% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 1y: compounded portfolio wealth divided by compounded HIG 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…
1y analysis · Full analysis span regression · 6 months rolling