+522.9%
HPE vs OVV
+82.1%
+440.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +1.5% |
| 7D | -18.7% | -16.7% | -2.1% | -15.5% |
| 30D | -37.9% | -1.5% | -36.4% | -37.7% |
| 3M | -14.4% | +1.6% | -16.0% | -15.0% |
| 6M | +48.2% | +2.0% | +46.2% | +46.6% |
| YTD | +88.6% | +56.8% | +31.8% | +69.7% |
| 1Y | +94.8% | +64.8% | +29.9% | +73.1% |
| 3Y | +202.7% | +38.3% | +164.4% | +175.0% |
| 5Y | +231.6% | +84.9% | +146.8% | +173.1% |
| 10Y | +361.9% | +54.5% | +307.4% | +200.9% |
| All | +522.9% | +82.1% | +440.9% | +266.4% |
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 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