+155.0%
OVV vs HIG
+231.4%
-76.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.1% |
| 7D | -16.7% | +1.1% | -17.7% | -16.9% |
| 30D | -1.5% | +5.6% | -7.1% | -2.9% |
| 3M | +1.6% | -6.9% | +8.4% | +3.2% |
| 6M | +2.0% | +1.3% | +0.7% | +1.3% |
| YTD | +56.8% | -1.5% | +58.3% | +56.3% |
| 1Y | +64.8% | +6.6% | +58.2% | +61.0% |
| 3Y | +38.3% | +91.2% | -52.9% | +17.1% |
| 5Y | +84.9% | +106.1% | -21.2% | +55.1% |
| 10Y | +54.5% | +283.7% | -229.2% | +18.4% |
| All | +155.0% | +231.4% | -76.3% | +71.9% |
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