-2.9%
JHX vs OVV
+52.7%
-55.6%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.6% | -3.2% |
| 7D | +1.6% | -3.8% | +5.4% | +2.0% |
| 30D | -5.0% | +1.3% | -6.3% | -5.2% |
| 3M | +24.5% | +14.3% | +10.1% | +22.0% |
| 6M | +34.9% | +21.1% | +13.8% | +28.7% |
| YTD | +39.3% | +66.0% | -26.7% | +22.3% |
| 1Y | +48.6% | +59.3% | -10.7% | +31.1% |
| All | -2.9% | +52.7% | -55.6% | -18.4% |
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 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