+373.1%
ROIV vs THC
+287.8%
+85.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.0% | -2.2% | -3.8% |
| 7D | -2.4% | +5.9% | -8.3% | -3.4% |
| 30D | +3.1% | +10.8% | -7.8% | +1.1% |
| 3M | +5.8% | +9.4% | -3.6% | +3.9% |
| 6M | +29.3% | +53.3% | -24.0% | +17.9% |
| YTD | +68.8% | +44.2% | +24.6% | +54.8% |
| 1Y | +81.0% | +37.3% | +43.7% | +67.3% |
| 3Y | +294.6% | +421.6% | -127.0% | +154.7% |
| 5Y | +373.1% | +279.8% | +93.3% | +233.8% |
| All | +373.1% | +287.8% | +85.3% | +233.8% |
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