+171.6%
OVV vs FHN
+45.8%
+125.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.6% |
| 3M | +9.8% | +3.5% | +6.2% | +7.8% |
| 6M | +26.6% | +7.8% | +18.7% | +21.6% |
| YTD | +67.0% | +5.9% | +61.1% | +61.1% |
| 1Y | +55.9% | +12.5% | +43.4% | +45.9% |
| 3Y | +45.5% | +117.2% | -71.7% | +3.3% |
| 5Y | +157.3% | +86.5% | +70.8% | +83.4% |
| 10Y | +65.0% | +125.7% | -60.7% | +24.2% |
| All | +171.6% | +45.8% | +125.8% | +90.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling