-16.8%
HAL vs OVV
+51.8%
-68.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +3.0% | +0.3% | +1.6% |
| 7D | -0.2% | +1.2% | -1.4% | -0.9% |
| 30D | +1.0% | -2.5% | +3.5% | +2.4% |
| 3M | -2.1% | +0.5% | -2.6% | -2.8% |
| 6M | -17.5% | +8.5% | -26.0% | -21.9% |
| YTD | +18.1% | +64.5% | -46.3% | -13.0% |
| 1Y | +19.7% | +64.7% | -44.9% | -12.1% |
| 3Y | -7.9% | +54.1% | -62.1% | -30.7% |
| 5Y | +53.1% | +95.4% | -42.4% | -2.6% |
| 10Y | -16.8% | +54.9% | -71.7% | -67.5% |
| All | -16.8% | +51.8% | -68.6% | -67.5% |
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