+250.4%
ROIV vs HIG
+124.5%
+125.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +0.6% | +0.3% | +0.3% | +0.5% |
| 30D | +1.0% | -3.2% | +4.2% | +1.8% |
| 3M | +18.3% | +9.1% | +9.1% | +14.9% |
| 6M | +18.3% | -1.8% | +20.1% | +18.6% |
| YTD | +61.0% | +1.8% | +59.2% | +59.3% |
| 1Y | +177.9% | +4.6% | +173.3% | +172.2% |
| 3Y | +199.1% | +101.6% | +97.4% | +141.4% |
| All | +250.4% | +124.5% | +125.9% | +190.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling