+298.8%
ROIV vs HIG
+240.1%
+58.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | -2.0% | +20.7% | +19.1% |
| 7D | +20.2% | -1.1% | +21.2% | +20.3% |
| 30D | +14.1% | -4.9% | +19.0% | +15.1% |
| 3M | +45.6% | +6.8% | +38.8% | +43.2% |
| 6M | +44.1% | -1.7% | +45.8% | +44.2% |
| YTD | +91.2% | -0.2% | +91.4% | +90.3% |
| 1Y | +221.3% | +5.7% | +215.6% | +215.6% |
| 3Y | +229.2% | +100.3% | +128.9% | +189.5% |
| 5Y | +316.5% | +118.5% | +198.0% | +265.4% |
| All | +298.8% | +240.1% | +58.7% | +263.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling