+49.9%
OVV vs USHY
+50.7%
-0.8%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +0.3% | -0.1% | +0.4% | +0.6% |
| 30D | +11.7% | +0.1% | +11.6% | +11.3% |
| 3M | +9.8% | +0.8% | +9.0% | +6.7% |
| 6M | +26.6% | +1.7% | +24.8% | +18.5% |
| YTD | +67.0% | +2.5% | +64.6% | +52.9% |
| 1Y | +55.9% | +4.4% | +51.5% | +34.6% |
| 3Y | +45.5% | +27.4% | +18.1% | -30.5% |
| 5Y | +157.3% | +21.7% | +135.6% | +48.5% |
| All | +49.9% | +50.7% | -0.8% | -3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling