+232.1%
HPE vs OVV
+84.0%
+148.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.6% |
| 7D | -18.7% | -16.7% | -2.1% | -14.6% |
| 30D | -37.9% | -1.5% | -36.4% | -37.7% |
| 3M | -14.4% | +1.6% | -16.0% | -15.2% |
| 6M | +48.2% | +2.0% | +46.2% | +45.9% |
| YTD | +88.6% | +56.8% | +31.8% | +63.6% |
| 1Y | +94.8% | +64.8% | +29.9% | +66.1% |
| 3Y | +202.7% | +38.3% | +164.4% | +163.2% |
| All | +232.1% | +84.0% | +148.0% | +154.6% |
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