+302.4%
ROIV vs THC
+787.0%
-484.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | +9.5% | +0.2% | +9.2% | +9.4% |
| 30D | +21.0% | +9.0% | +12.0% | +19.3% |
| 3M | +18.7% | +12.9% | +5.8% | +16.2% |
| 6M | +44.5% | +52.8% | -8.3% | +33.5% |
| YTD | +92.9% | +47.4% | +45.4% | +78.3% |
| 1Y | +100.2% | +47.7% | +52.5% | +84.8% |
| 3Y | +375.0% | +444.7% | -69.6% | +231.1% |
| 5Y | +435.2% | +269.3% | +165.9% | +286.1% |
| All | +302.4% | +787.0% | -484.6% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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