+207.4%
OVV vs ALHC
-61.4%
+268.8%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.6% | +0.9% |
| 7D | +8.0% | +0.3% | +7.8% | +8.0% |
| 30D | -2.0% | -10.6% | +8.5% | -1.7% |
| 3M | +5.4% | -45.3% | +50.7% | +7.9% |
| 6M | +14.3% | -59.7% | +74.0% | +17.8% |
| YTD | +69.4% | -62.7% | +132.2% | +74.6% |
| 1Y | +72.4% | -56.1% | +128.5% | +75.5% |
| 3Y | +58.4% | +21.3% | +37.1% | +43.0% |
| 5Y | +106.1% | -66.0% | +172.1% | +97.0% |
| All | +207.4% | -61.4% | +268.8% | +174.0% |
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