+365.4%
HPE vs OVV
+48.9%
+316.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -7.1% | -10.7% | +3.6% | -4.7% |
| 30D | -35.3% | -5.3% | -30.0% | -34.5% |
| 3M | -10.4% | +2.4% | -12.8% | -11.3% |
| 6M | +52.5% | +5.7% | +46.8% | +49.5% |
| YTD | +100.3% | +56.8% | +43.5% | +79.5% |
| 1Y | +106.4% | +59.3% | +47.1% | +84.0% |
| 3Y | +227.4% | +49.0% | +178.4% | +191.8% |
| 5Y | +250.6% | +88.1% | +162.5% | +185.6% |
| 10Y | +365.4% | +42.5% | +322.8% | +203.5% |
| All | +365.4% | +48.9% | +316.5% | +203.5% |
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