+302.4%
ROIV vs USHY
+26.2%
+276.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.3% |
| 7D | +9.5% | -0.2% | +9.7% | +10.0% |
| 30D | +21.0% | -0.1% | +21.1% | +21.4% |
| 3M | +18.7% | -1.7% | +20.4% | +23.4% |
| 6M | +44.5% | -0.6% | +45.2% | +47.2% |
| YTD | +92.9% | +0.5% | +92.3% | +92.3% |
| 1Y | +100.2% | +1.4% | +98.8% | +96.1% |
| 3Y | +375.0% | +25.1% | +349.9% | +212.9% |
| 5Y | +435.2% | +19.7% | +415.5% | +263.8% |
| All | +302.4% | +26.2% | +276.2% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling