+54.8%
OVV vs XHB
+234.8%
-180.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +4.0% | +3.4% |
| 7D | +6.5% | -2.4% | +9.0% | +8.1% |
| 30D | -2.7% | +7.1% | -9.7% | -8.1% |
| 3M | +3.1% | -6.0% | +9.1% | +5.7% |
| 6M | +12.8% | +2.1% | +10.7% | +6.2% |
| YTD | +68.1% | -0.6% | +68.7% | +56.9% |
| 1Y | +73.6% | -3.3% | +76.9% | +64.8% |
| 3Y | +57.6% | +34.1% | +23.5% | +7.3% |
| 5Y | +104.5% | +28.6% | +75.9% | +39.0% |
| All | +54.8% | +234.8% | -180.0% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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