+40.7%
OVV vs USHY
+48.2%
-7.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -1.0% |
| 7D | -10.7% | +0.8% | -11.5% | -12.9% |
| 30D | -5.3% | +0.2% | -5.5% | -6.1% |
| 3M | +2.4% | -1.7% | +4.0% | +7.2% |
| 6M | +5.7% | -0.6% | +6.3% | +6.7% |
| YTD | +56.8% | +0.8% | +56.0% | +50.4% |
| 1Y | +59.3% | +2.1% | +57.2% | +46.5% |
| 3Y | +49.0% | +26.0% | +23.0% | -26.5% |
| 5Y | +88.1% | +19.2% | +68.9% | +15.7% |
| All | +40.7% | +48.2% | -7.6% | -4.8% |
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