+154.9%
OVV vs HIG
+233.5%
-78.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.7% | -0.2% |
| 7D | -10.7% | -0.5% | -10.3% | -10.7% |
| 30D | -5.3% | +4.5% | -9.7% | -6.4% |
| 3M | +2.4% | -5.5% | +7.9% | +3.6% |
| 6M | +5.7% | +3.1% | +2.6% | +4.5% |
| YTD | +56.8% | -0.8% | +57.6% | +56.0% |
| 1Y | +59.3% | +6.1% | +53.2% | +55.8% |
| 3Y | +49.0% | +94.1% | -45.1% | +25.7% |
| 5Y | +88.1% | +106.4% | -18.3% | +57.7% |
| 10Y | +42.5% | +265.1% | -222.5% | +10.1% |
| All | +154.9% | +233.5% | -78.6% | +71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling