+55.8%
OVV vs HUBB
+438.6%
-382.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.6% |
| 7D | -3.7% | +4.8% | -8.6% | -6.9% |
| 30D | +8.0% | -9.3% | +17.3% | +14.9% |
| 3M | +11.3% | -3.9% | +15.2% | +11.1% |
| 6M | +24.0% | -0.8% | +24.8% | +18.2% |
| YTD | +65.3% | +5.6% | +59.8% | +48.5% |
| 1Y | +60.2% | +7.7% | +52.4% | +39.4% |
| 3Y | +46.9% | +47.5% | -0.5% | -9.5% |
| 5Y | +158.7% | +153.7% | +5.0% | -13.0% |
| All | +55.8% | +438.6% | -382.8% | -69.0% |
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