+224.7%
HPE vs OVV
+58.8%
+165.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -4.0% |
| 7D | +7.9% | +8.0% | -0.2% | +5.1% |
| 30D | -23.5% | -2.0% | -21.4% | -23.0% |
| 3M | -19.1% | +5.4% | -24.5% | -21.0% |
| 6M | +51.4% | +14.3% | +37.1% | +42.7% |
| YTD | +103.4% | +69.4% | +34.0% | +63.4% |
| 1Y | +114.4% | +72.4% | +42.0% | +70.6% |
| 3Y | +224.7% | +58.4% | +166.3% | +149.4% |
| All | +224.7% | +58.8% | +165.9% | +149.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling