+235.9%
ROIV vs USHY
+28.6%
+207.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.6% |
| 7D | +0.6% | -0.1% | +0.8% | +0.9% |
| 30D | +1.0% | +0.1% | +0.9% | +0.8% |
| 3M | +18.3% | +0.8% | +17.5% | +16.4% |
| 6M | +18.3% | +1.7% | +16.6% | +14.6% |
| YTD | +61.0% | +2.5% | +58.5% | +53.8% |
| 1Y | +177.9% | +4.4% | +173.5% | +155.7% |
| 3Y | +199.1% | +27.4% | +171.7% | +89.3% |
| 5Y | +250.7% | +21.7% | +229.0% | +129.9% |
| All | +235.9% | +28.6% | +207.2% | +112.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling