-19.4%
OVV vs HBM
+443.9%
-463.3%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.2% |
| 7D | -16.7% | -3.6% | -13.0% | -15.6% |
| 30D | -1.5% | -19.2% | +17.7% | +5.8% |
| 3M | +1.6% | -20.5% | +22.1% | +8.4% |
| 6M | +2.0% | -12.8% | +14.9% | +1.2% |
| YTD | +56.8% | +5.4% | +51.4% | +37.0% |
| 1Y | +64.8% | +33.0% | +31.9% | +30.3% |
| 3Y | +38.3% | +357.3% | -319.0% | -40.0% |
| 5Y | +84.9% | +210.4% | -125.5% | -11.6% |
| 10Y | +54.5% | +387.1% | -332.6% | -45.1% |
| All | -19.4% | +443.9% | -463.3% | -78.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling