+135.5%
HL vs OVV
+46.5%
+89.0%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +1.8% | -9.1% | -7.7% |
| 7D | +8.2% | -7.3% | +15.4% | +9.9% |
| 30D | -16.3% | -3.6% | -12.7% | -16.0% |
| 3M | -18.6% | -2.6% | -15.9% | -18.6% |
| 6M | -23.2% | +7.6% | -30.8% | -25.7% |
| YTD | -25.5% | +59.6% | -85.1% | -35.5% |
| 1Y | -4.8% | +62.2% | -67.0% | -18.1% |
| 3Y | +281.4% | +49.6% | +231.8% | +227.9% |
| 5Y | +137.8% | +98.9% | +38.9% | +87.4% |
| 10Y | +135.5% | +45.1% | +90.3% | +50.2% |
| All | +135.5% | +46.5% | +89.0% | +50.2% |
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