+250.4%
ROIV vs HUBB
+147.2%
+103.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +0.6% | +0.5% | +0.1% | +0.4% |
| 30D | +1.0% | -10.0% | +11.0% | +4.5% |
| 3M | +18.3% | -4.8% | +23.1% | +19.5% |
| 6M | +18.3% | -5.6% | +23.9% | +18.9% |
| YTD | +61.0% | +4.7% | +56.3% | +55.7% |
| 1Y | +177.9% | +6.7% | +171.2% | +165.9% |
| 3Y | +199.1% | +45.8% | +153.3% | +148.0% |
| All | +250.4% | +147.2% | +103.1% | +110.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling