+343.8%
HPE vs OVV
+153.1%
+190.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -1.0% | +8.8% | +8.0% |
| 7D | +10.1% | -3.7% | +13.9% | +11.3% |
| 30D | +5.3% | +8.0% | -2.7% | +2.9% |
| 3M | +12.7% | +11.3% | +1.4% | +8.6% |
| 6M | +167.7% | +24.0% | +143.7% | +149.5% |
| YTD | +135.5% | +65.3% | +70.1% | +102.0% |
| 1Y | +143.4% | +60.2% | +83.2% | +109.7% |
| 3Y | +249.2% | +46.9% | +202.2% | +199.2% |
| 5Y | +343.8% | +158.7% | +185.1% | +197.6% |
| All | +343.8% | +153.1% | +190.7% | +197.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling