+45.1%
OVV vs HAS
+102.6%
-57.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.5% |
| 7D | -7.3% | +3.3% | -10.5% | -8.6% |
| 30D | -3.6% | +30.5% | -34.1% | -14.0% |
| 3M | -2.6% | +29.9% | -32.5% | -13.2% |
| 6M | +7.6% | +26.5% | -19.0% | -3.9% |
| YTD | +59.6% | +51.9% | +7.7% | +29.4% |
| 1Y | +62.2% | +60.9% | +1.3% | +27.9% |
| 3Y | +49.6% | +215.0% | -165.4% | -16.5% |
| 5Y | +98.9% | +51.5% | +47.4% | +53.3% |
| 10Y | +45.1% | +102.2% | -57.1% | +2.2% |
| All | +45.1% | +102.6% | -57.4% | +2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 HAS 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