+83.5%
OVV vs ALHC
-64.2%
+147.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -16.7% | +1.0% | -17.6% | -16.7% |
| 30D | -1.5% | -14.2% | +12.7% | -1.0% |
| 3M | +1.6% | -45.1% | +46.7% | +4.0% |
| 6M | +2.0% | -59.5% | +61.6% | +5.2% |
| YTD | +56.8% | -62.8% | +119.6% | +61.9% |
| 1Y | +64.8% | -55.5% | +120.3% | +67.7% |
| 3Y | +38.3% | +25.7% | +12.6% | +22.3% |
| All | +83.5% | -64.2% | +147.7% | +88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling