+298.8%
ROIV vs HUBB
+220.8%
+78.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.8% | +0.9% | +17.9% | +18.5% |
| 7D | +20.2% | +4.8% | +15.3% | +18.4% |
| 30D | +14.1% | -9.3% | +23.4% | +17.6% |
| 3M | +45.6% | -3.9% | +49.5% | +46.7% |
| 6M | +44.1% | -0.8% | +45.0% | +42.7% |
| YTD | +91.2% | +5.6% | +85.6% | +85.3% |
| 1Y | +221.3% | +7.7% | +213.6% | +208.3% |
| 3Y | +229.2% | +47.5% | +181.7% | +180.1% |
| 5Y | +316.5% | +153.7% | +162.8% | +199.4% |
| All | +298.8% | +220.8% | +78.0% | +188.3% |
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