+50.8%
OVV vs HIG
+304.7%
-253.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | +0.4% |
| 7D | -3.7% | -1.1% | -2.7% | -3.0% |
| 30D | +8.0% | -4.9% | +12.9% | +11.8% |
| 3M | +11.3% | +6.8% | +4.5% | +5.2% |
| 6M | +24.0% | -1.7% | +25.7% | +23.3% |
| YTD | +65.3% | -0.2% | +65.6% | +61.8% |
| 1Y | +60.2% | +5.7% | +54.5% | +48.8% |
| 3Y | +46.9% | +100.3% | -53.4% | -20.3% |
| 5Y | +158.7% | +118.5% | +40.2% | +31.4% |
| 10Y | +50.8% | +309.7% | -258.9% | -40.7% |
| All | +50.8% | +304.7% | -253.8% | -40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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