+42.5%
OVV vs HBM
+328.6%
-286.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +9.0% | -9.0% | -3.5% |
| 7D | -10.7% | +5.0% | -15.8% | -12.8% |
| 30D | -5.3% | -12.7% | +7.5% | -1.2% |
| 3M | +2.4% | -17.4% | +19.8% | +7.8% |
| 6M | +5.7% | -8.9% | +14.5% | +2.7% |
| YTD | +56.8% | +14.9% | +41.9% | +30.5% |
| 1Y | +59.3% | +41.4% | +17.9% | +20.2% |
| 3Y | +49.0% | +462.1% | -413.1% | -46.4% |
| 5Y | +88.1% | +224.0% | -135.9% | -18.9% |
| 10Y | +42.5% | +320.9% | -278.4% | -56.7% |
| All | +42.5% | +328.6% | -286.1% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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