+104.5%
OVV vs FHN
+60.0%
+44.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.4% |
| 7D | +6.5% | +1.3% | +5.3% | +6.1% |
| 30D | -2.7% | +2.8% | -5.5% | -3.7% |
| 3M | +3.1% | -8.9% | +12.1% | +6.4% |
| 6M | +12.8% | -0.7% | +13.5% | +12.3% |
| YTD | +68.1% | +0.1% | +68.1% | +65.7% |
| 1Y | +73.6% | +10.4% | +63.2% | +64.5% |
| 3Y | +57.6% | +128.8% | -71.2% | +14.3% |
| 5Y | +104.5% | +61.5% | +43.1% | +47.9% |
| All | +104.5% | +60.0% | +44.6% | +47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling