+155.0%
OVV vs FHN
+35.6%
+119.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FHN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -16.7% | -1.0% | -15.7% | -16.4% |
| 30D | -1.5% | +0.2% | -1.7% | -1.7% |
| 3M | +1.6% | -9.0% | +10.6% | +5.1% |
| 6M | +2.0% | -6.8% | +8.9% | +4.1% |
| YTD | +56.8% | -1.5% | +58.3% | +55.4% |
| 1Y | +64.8% | +10.9% | +53.9% | +55.6% |
| 3Y | +38.3% | +119.4% | -81.1% | -2.0% |
| 5Y | +84.9% | +57.5% | +27.3% | +40.5% |
| 10Y | +54.5% | +114.1% | -59.6% | +19.0% |
| All | +155.0% | +35.6% | +119.4% | +83.5% |
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