+184.4%
OVV vs ALHC
-61.8%
+246.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | 0.0% |
| 7D | -10.7% | +3.9% | -14.6% | -10.9% |
| 30D | -5.3% | -3.6% | -1.6% | -5.2% |
| 3M | +2.4% | -49.4% | +51.8% | +5.1% |
| 6M | +5.7% | -59.5% | +65.1% | +8.8% |
| YTD | +56.8% | -63.2% | +119.9% | +61.7% |
| 1Y | +59.3% | -55.5% | +114.8% | +62.0% |
| 3Y | +49.0% | +23.0% | +26.0% | +34.2% |
| 5Y | +88.1% | -65.7% | +153.9% | +80.0% |
| All | +184.4% | -61.8% | +246.2% | +153.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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