+153.5%
HYG vs OVV
-26.1%
+179.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.1% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | +0.1% | +11.7% | -11.6% | -0.8% |
| 3M | +0.7% | +9.8% | -9.1% | -0.2% |
| 6M | +1.5% | +26.6% | -25.1% | -0.8% |
| YTD | +2.2% | +67.0% | -64.8% | -2.4% |
| 1Y | +3.9% | +55.9% | -52.0% | -0.4% |
| 3Y | +26.0% | +45.5% | -19.5% | +20.1% |
| 5Y | +19.2% | +157.3% | -138.2% | +5.6% |
| 10Y | +54.8% | +65.0% | -10.2% | +26.3% |
| All | +153.5% | -26.1% | +179.7% | +111.7% |
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