+54.9%
OVV vs FHN
+90.7%
-35.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.2% | +3.1% |
| 7D | +1.2% | -0.9% | +2.1% | +1.8% |
| 30D | -2.5% | +2.0% | -4.6% | -4.1% |
| 3M | +0.5% | -6.8% | +7.3% | +4.8% |
| 6M | +8.5% | -0.8% | +9.2% | +7.5% |
| YTD | +64.5% | +0.6% | +63.9% | +59.0% |
| 1Y | +64.7% | +11.5% | +53.1% | +47.8% |
| 3Y | +54.1% | +130.0% | -75.8% | -21.8% |
| 5Y | +95.4% | +60.8% | +34.6% | +7.7% |
| 10Y | +54.9% | +84.0% | -29.0% | -4.9% |
| All | +54.9% | +90.7% | -35.7% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FHN.
Daily Out/Under-Performance
Portfolio return minus FHN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FHN 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 FHN 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