+273.8%
ROIV vs HSY
+37.5%
+236.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.4% | +5.8% | +6.2% |
| 7D | +5.3% | +7.5% | -2.2% | +5.0% |
| 30D | +11.9% | +11.1% | +0.8% | +11.4% |
| 3M | +10.7% | -1.9% | +12.6% | +10.8% |
| 6M | +34.9% | -3.0% | +37.9% | +35.0% |
| YTD | +79.2% | 0.0% | +79.1% | +79.5% |
| 1Y | +89.0% | +9.4% | +79.6% | +88.6% |
| 3Y | +337.3% | +3.8% | +333.6% | +335.3% |
| 5Y | +402.3% | +15.2% | +387.2% | +441.4% |
| All | +273.8% | +37.5% | +236.3% | +302.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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