-19.1%
HAL vs OVV
+48.9%
-68.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.2% | +0.1% |
| 7D | -7.9% | -10.7% | +2.9% | -1.6% |
| 30D | -2.1% | -5.3% | +3.2% | +0.9% |
| 3M | +0.4% | +2.4% | -2.0% | -1.3% |
| 6M | -19.2% | +5.7% | -24.9% | -22.4% |
| YTD | +14.4% | +56.8% | -42.4% | -13.4% |
| 1Y | +18.0% | +59.3% | -41.3% | -11.7% |
| 3Y | -9.7% | +49.0% | -58.7% | -30.7% |
| 5Y | +40.1% | +88.1% | -48.0% | -8.9% |
| 10Y | -19.1% | +42.5% | -61.7% | -66.5% |
| All | -19.1% | +48.9% | -68.0% | -66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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