+1,523.0%
HWM vs OVV
+50.1%
+1,472.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.1% | +2.6% |
| 7D | +3.3% | -16.7% | +20.0% | +8.1% |
| 30D | -7.6% | -1.5% | -6.1% | -7.6% |
| 3M | -28.9% | +1.6% | -30.5% | -29.7% |
| 6M | -19.7% | +2.0% | -21.7% | -21.2% |
| YTD | +0.5% | +56.8% | -56.3% | -13.4% |
| 1Y | +0.3% | +64.8% | -64.6% | -15.2% |
| 3Y | +325.8% | +38.3% | +287.6% | +268.7% |
| 5Y | +524.7% | +84.9% | +439.9% | +369.0% |
| All | +1,523.0% | +50.1% | +1,472.9% | +784.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling