+58.4%
OVV vs HIG
+96.1%
-37.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.3% | +0.6% |
| 7D | +8.0% | +2.6% | +5.4% | +7.2% |
| 30D | -2.0% | +4.2% | -6.2% | -3.5% |
| 3M | +5.4% | +0.2% | +5.2% | +5.1% |
| 6M | +14.3% | +4.6% | +9.7% | +11.8% |
| YTD | +69.4% | +1.1% | +68.3% | +66.9% |
| 1Y | +72.4% | +4.7% | +67.7% | +66.6% |
| 3Y | +58.4% | +95.5% | -37.1% | +27.6% |
| All | +58.4% | +96.1% | -37.7% | +27.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling