+48.2%
OVV vs FHN
+118.6%
-70.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.7% | -1.7% |
| 7D | +0.3% | +1.2% | -0.9% | -0.2% |
| 30D | +11.7% | -4.7% | +16.4% | +13.5% |
| 3M | +9.8% | +3.5% | +6.2% | +7.8% |
| 6M | +26.6% | +7.8% | +18.7% | +21.4% |
| YTD | +67.0% | +5.9% | +61.1% | +60.9% |
| 1Y | +55.9% | +12.5% | +43.4% | +45.0% |
| All | +48.2% | +118.6% | -70.3% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling