+54.9%
OVV vs HBM
+274.8%
-219.9%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | 0.0% | +3.1% | +3.1% |
| 7D | +1.2% | -1.3% | +2.5% | +1.4% |
| 30D | -2.5% | -14.8% | +12.3% | +2.6% |
| 3M | +0.5% | -20.7% | +21.2% | +7.4% |
| 6M | +8.5% | -13.9% | +22.4% | +7.8% |
| YTD | +64.5% | +10.6% | +53.8% | +38.8% |
| 1Y | +64.7% | +32.4% | +32.3% | +27.7% |
| 3Y | +54.1% | +432.0% | -377.9% | -43.3% |
| 5Y | +95.4% | +205.5% | -110.0% | -13.8% |
| 10Y | +54.9% | +291.1% | -236.2% | -51.8% |
| All | +54.9% | +274.8% | -219.9% | -51.8% |
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