+47.6%
OVV vs USHY
+47.9%
-0.3%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.6% |
| 7D | +1.2% | -0.2% | +1.5% | +1.9% |
| 30D | -2.5% | -0.1% | -2.4% | -2.5% |
| 3M | +0.5% | -1.7% | +2.2% | +5.4% |
| 6M | +8.5% | -0.6% | +9.1% | +9.6% |
| YTD | +64.5% | +0.5% | +63.9% | +58.8% |
| 1Y | +64.7% | +1.4% | +63.2% | +54.6% |
| 3Y | +54.1% | +25.1% | +29.0% | -22.4% |
| 5Y | +95.4% | +19.7% | +75.7% | +17.9% |
| All | +47.6% | +47.9% | -0.3% | +0.6% |
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