+48.1%
OVV vs USHY
+49.7%
-1.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | +0.9% |
| 7D | -2.9% | -0.7% | -2.2% | -0.7% |
| 30D | +0.9% | -0.5% | +1.4% | +2.4% |
| 3M | +11.0% | +0.5% | +10.5% | +8.9% |
| 6M | +22.3% | +1.5% | +20.8% | +15.2% |
| YTD | +65.1% | +1.7% | +63.3% | +54.3% |
| 1Y | +53.1% | +3.5% | +49.6% | +35.5% |
| 3Y | +46.7% | +27.2% | +19.6% | -29.7% |
| 5Y | +155.5% | +21.0% | +134.5% | +50.1% |
| All | +48.1% | +49.7% | -1.5% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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