+302.0%
ROIV vs USHY
+28.3%
+273.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +1.2% |
| 7D | +22.3% | -0.1% | +22.5% | +22.7% |
| 30D | +16.9% | 0.0% | +16.9% | +17.0% |
| 3M | +43.9% | +0.8% | +43.1% | +41.5% |
| 6M | +41.6% | +1.9% | +39.7% | +36.6% |
| YTD | +92.7% | +2.3% | +90.4% | +85.0% |
| 1Y | +210.2% | +4.1% | +206.0% | +186.9% |
| 3Y | +231.8% | +27.8% | +204.0% | +108.9% |
| 5Y | +319.8% | +21.5% | +298.3% | +176.4% |
| All | +302.0% | +28.3% | +273.7% | +155.3% |
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