+92.4%
ROIV vs USHY
+1.9%
+90.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.7% | +5.4% | +3.2% |
| 7D | +3.0% | -0.2% | +3.2% | +3.9% |
| 30D | +6.8% | +0.7% | +6.2% | +4.0% |
| 3M | +10.5% | -2.2% | +12.7% | +21.9% |
| 6M | +34.8% | -0.9% | +35.7% | +39.7% |
| YTD | +76.2% | +0.2% | +76.0% | +79.7% |
| 1Y | +92.4% | +1.7% | +90.7% | +84.5% |
| All | +92.4% | +1.9% | +90.5% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling