+130.0%
HL vs OVV
+58.9%
+71.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.6% | -2.1% |
| 7D | -11.1% | +8.0% | -19.2% | -12.9% |
| 30D | -12.1% | -2.0% | -10.0% | -12.1% |
| 3M | -26.1% | +5.4% | -31.5% | -27.6% |
| 6M | -37.7% | +14.3% | -52.0% | -40.7% |
| YTD | -31.7% | +69.4% | -101.1% | -41.7% |
| 1Y | -11.6% | +72.4% | -84.0% | -25.0% |
| 3Y | +249.6% | +58.4% | +191.3% | +196.4% |
| 5Y | +108.5% | +106.1% | +2.4% | +62.7% |
| All | +130.0% | +58.9% | +71.2% | +46.9% |
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