+45.1%
OVV vs HUBB
+389.2%
-344.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.9% | +2.7% | +2.4% |
| 7D | -7.3% | -2.6% | -4.7% | -5.7% |
| 30D | -3.6% | -7.7% | +4.1% | +1.1% |
| 3M | -2.6% | -13.0% | +10.4% | +5.6% |
| 6M | +7.6% | -10.6% | +18.2% | +11.4% |
| YTD | +59.6% | -0.6% | +60.2% | +47.9% |
| 1Y | +62.2% | -4.1% | +66.4% | +53.5% |
| 3Y | +49.6% | +57.2% | -7.6% | -14.1% |
| 5Y | +98.9% | +127.2% | -28.2% | -26.9% |
| 10Y | +45.1% | +386.2% | -341.0% | -67.3% |
| All | +45.1% | +389.2% | -344.1% | -67.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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