+277.0%
HL vs OVV
+54.5%
+222.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.8% |
| 7D | +7.1% | -3.7% | +10.8% | +8.1% |
| 30D | +21.4% | +8.0% | +13.5% | +19.1% |
| 3M | +37.4% | +11.3% | +26.2% | +32.9% |
| 6M | +0.4% | +24.0% | -23.6% | -6.5% |
| YTD | +6.7% | +65.3% | -58.6% | -7.8% |
| 1Y | +102.4% | +60.2% | +42.2% | +75.6% |
| 3Y | +417.4% | +46.9% | +370.5% | +349.1% |
| 5Y | +243.3% | +158.7% | +84.6% | +156.1% |
| All | +277.0% | +54.5% | +222.5% | +128.8% |
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