-10.5%
HUM vs OVV
+52.0%
-62.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.4% |
| 7D | +2.1% | -3.7% | +5.8% | +2.3% |
| 30D | +4.7% | +8.0% | -3.3% | +4.3% |
| 3M | +13.5% | +11.3% | +2.2% | +12.8% |
| 6M | +126.7% | +24.0% | +102.7% | +123.9% |
| YTD | +58.5% | +65.3% | -6.8% | +54.3% |
| 1Y | +31.7% | +60.2% | -28.4% | +28.4% |
| All | -10.5% | +52.0% | -62.5% | -11.8% |
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