+621.7%
HPE vs OVV
+93.9%
+527.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.7% | -2.7% | -4.1% |
| 7D | -0.6% | +0.3% | -0.9% | -0.7% |
| 30D | -2.3% | +11.7% | -14.0% | -4.7% |
| 3M | -2.9% | +9.8% | -12.7% | -5.2% |
| 6M | +143.6% | +26.6% | +117.0% | +130.2% |
| YTD | +118.5% | +67.0% | +51.5% | +94.5% |
| 1Y | +129.2% | +55.9% | +73.3% | +106.3% |
| 3Y | +212.5% | +45.5% | +167.0% | +181.0% |
| 5Y | +286.9% | +157.3% | +129.6% | +198.9% |
| 10Y | +432.3% | +65.0% | +367.3% | +241.6% |
| All | +621.7% | +93.9% | +527.8% | +319.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling