+291.1%
ROIV vs HUBB
+204.8%
+86.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.8% | +1.8% | +3.7% |
| 7D | +13.3% | +1.8% | +11.5% | +12.7% |
| 30D | +14.8% | -6.9% | +21.6% | +17.0% |
| 3M | +11.9% | -13.8% | +25.7% | +16.6% |
| 6M | +42.4% | -9.8% | +52.2% | +45.6% |
| YTD | +87.4% | +0.3% | +87.1% | +83.8% |
| 1Y | +97.2% | -3.3% | +100.6% | +95.6% |
| 3Y | +375.7% | +61.0% | +314.6% | +294.1% |
| 5Y | +379.0% | +128.5% | +250.5% | +245.1% |
| All | +291.1% | +204.8% | +86.2% | +186.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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