+337.3%
ROIV vs HIG
+89.3%
+248.0%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.3% | +8.4% | +6.7% |
| 7D | +5.3% | +1.1% | +4.3% | +5.1% |
| 30D | +11.9% | +5.6% | +6.3% | +10.4% |
| 3M | +10.7% | -6.9% | +17.6% | +12.6% |
| 6M | +34.9% | +1.3% | +33.6% | +33.5% |
| YTD | +79.2% | -1.5% | +80.6% | +78.3% |
| 1Y | +89.0% | +6.6% | +82.4% | +82.5% |
| 3Y | +337.3% | +91.2% | +246.2% | +246.5% |
| All | +337.3% | +89.3% | +248.0% | +246.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling