+379.0%
ROIV vs THC
+262.3%
+116.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.0% | +2.6% | +4.2% |
| 7D | +13.3% | +7.5% | +5.8% | +11.8% |
| 30D | +14.8% | +9.6% | +5.2% | +12.8% |
| 3M | +11.9% | +10.3% | +1.7% | +9.7% |
| 6M | +42.4% | +51.8% | -9.4% | +30.4% |
| YTD | +87.4% | +45.4% | +42.0% | +72.1% |
| 1Y | +97.2% | +40.8% | +56.4% | +81.9% |
| 3Y | +375.7% | +448.8% | -73.1% | +208.6% |
| 5Y | +379.0% | +263.4% | +115.6% | +236.4% |
| All | +379.0% | +262.3% | +116.7% | +236.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling