+155.5%
HUT vs OVV
+38.0%
+117.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OVV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -2.9% | -3.3% | -5.4% |
| 7D | -30.8% | -14.9% | -15.9% | -27.6% |
| 30D | -50.2% | -0.9% | -49.2% | -50.1% |
| 3M | -50.5% | +5.6% | -56.0% | -51.5% |
| 6M | -42.9% | -2.5% | -40.4% | -43.4% |
| YTD | 0.0% | +57.8% | -57.8% | -14.0% |
| 1Y | -2.2% | +70.1% | -72.3% | -17.6% |
| 3Y | +289.4% | +35.1% | +254.3% | +246.6% |
| 5Y | -36.7% | +86.1% | -122.8% | -47.7% |
| All | +155.5% | +38.0% | +117.5% | +40.6% |
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