+273.8%
ROIV vs PHM
+228.2%
+45.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.0% | +8.1% | +6.7% |
| 7D | +5.3% | +6.2% | -0.9% | +3.6% |
| 30D | +11.9% | +17.9% | -6.1% | +7.0% |
| 3M | +10.7% | +2.5% | +8.2% | +9.4% |
| 6M | +34.9% | +10.8% | +24.1% | +30.1% |
| YTD | +79.2% | +13.7% | +65.5% | +70.6% |
| 1Y | +89.0% | +12.4% | +76.7% | +80.2% |
| 3Y | +337.3% | +65.6% | +271.7% | +264.6% |
| 5Y | +402.3% | +175.3% | +227.0% | +241.7% |
| All | +273.8% | +228.2% | +45.6% | +153.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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