+421.4%
ROIV vs USHY
+18.8%
+402.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +2.1% |
| 7D | +14.3% | +0.3% | +14.0% | +13.6% |
| 30D | +16.2% | -0.1% | +16.4% | +16.8% |
| 3M | +15.1% | -1.9% | +17.0% | +20.2% |
| 6M | +44.2% | -1.0% | +45.2% | +48.1% |
| YTD | +89.8% | +0.4% | +89.4% | +89.8% |
| 1Y | +94.6% | +1.4% | +93.1% | +90.4% |
| 3Y | +367.5% | +24.9% | +342.6% | +204.0% |
| 5Y | +421.4% | +19.3% | +402.1% | +280.0% |
| All | +421.4% | +18.8% | +402.6% | +280.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling