+273.8%
ROIV vs HUBB
+196.5%
+77.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.5% | +3.6% | +5.4% |
| 7D | +5.3% | +1.7% | +3.7% | +4.7% |
| 30D | +11.9% | -9.7% | +21.6% | +15.1% |
| 3M | +10.7% | -15.2% | +25.9% | +15.9% |
| 6M | +34.9% | -14.0% | +48.9% | +40.0% |
| YTD | +79.2% | -2.4% | +81.6% | +77.2% |
| 1Y | +89.0% | -5.8% | +94.8% | +88.8% |
| 3Y | +337.3% | +60.4% | +276.9% | +262.8% |
| 5Y | +402.3% | +125.4% | +276.9% | +265.2% |
| All | +273.8% | +196.5% | +77.4% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling