+54.8%
OVV vs HBM
+285.4%
-230.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.8% |
| 7D | +6.5% | +5.1% | +1.5% | +4.2% |
| 30D | -2.7% | -15.8% | +13.2% | +2.9% |
| 3M | +3.1% | -22.4% | +25.6% | +11.2% |
| 6M | +12.8% | -20.2% | +33.0% | +15.8% |
| YTD | +68.1% | +9.0% | +59.1% | +42.7% |
| 1Y | +73.6% | +27.4% | +46.3% | +36.9% |
| 3Y | +57.6% | +424.2% | -366.6% | -41.7% |
| 5Y | +104.5% | +196.1% | -91.6% | -8.6% |
| All | +54.8% | +285.4% | -230.6% | -51.4% |
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