+353.6%
HST vs OVV
+148.3%
+205.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.9% | -2.8% | -4.8% |
| 7D | -4.2% | -14.9% | +10.7% | +0.4% |
| 30D | +9.6% | -0.9% | +10.5% | +9.5% |
| 3M | -1.1% | +5.6% | -6.7% | -3.5% |
| 6M | +21.1% | -2.5% | +23.6% | +20.1% |
| YTD | +47.1% | +57.8% | -10.7% | +24.5% |
| 1Y | +64.0% | +70.1% | -6.0% | +35.3% |
| 3Y | +77.1% | +35.1% | +42.0% | +51.9% |
| 5Y | +71.8% | +86.1% | -14.3% | +23.9% |
| 10Y | +146.3% | +55.5% | +90.8% | +28.7% |
| All | +353.6% | +148.3% | +205.3% | +134.2% |
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