+5.1%
HUM vs OVV
+104.2%
-99.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.0% | -1.2% | +1.7% |
| 7D | +6.9% | +1.2% | +5.7% | +6.8% |
| 30D | +3.2% | -2.5% | +5.7% | +3.3% |
| 3M | +20.0% | +0.5% | +19.5% | +19.8% |
| 6M | +63.5% | +8.5% | +55.0% | +62.3% |
| YTD | +75.9% | +64.5% | +11.5% | +69.9% |
| 1Y | +85.7% | +64.7% | +21.0% | +79.3% |
| 3Y | -6.1% | +54.1% | -60.3% | -9.6% |
| 5Y | +5.1% | +95.4% | -90.3% | -1.0% |
| All | +5.1% | +104.2% | -99.0% | -1.0% |
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