+353.4%
HST vs OVV
+146.7%
+206.7%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.2% |
| 7D | -2.7% | -16.7% | +14.0% | +2.6% |
| 30D | +10.7% | -1.5% | +12.2% | +10.9% |
| 3M | +6.3% | +1.6% | +4.7% | +5.0% |
| 6M | +19.0% | +2.0% | +16.9% | +16.4% |
| YTD | +47.0% | +56.8% | -9.8% | +24.7% |
| 1Y | +53.4% | +64.8% | -11.4% | +27.8% |
| 3Y | +78.0% | +38.3% | +39.7% | +51.6% |
| 5Y | +71.7% | +84.9% | -13.2% | +24.1% |
| 10Y | +146.2% | +54.5% | +91.7% | +28.9% |
| All | +353.4% | +146.7% | +206.7% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OVV.
Daily Out/Under-Performance
Portfolio return minus OVV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OVV 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 OVV 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