+54.9%
OVV vs HAS
+106.0%
-51.1%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.8% | +1.2% | +2.3% |
| 7D | +1.2% | +2.0% | -0.8% | +0.4% |
| 30D | -2.5% | +30.9% | -33.5% | -13.2% |
| 3M | +0.5% | +28.8% | -28.3% | -10.0% |
| 6M | +8.5% | +32.3% | -23.9% | -4.8% |
| YTD | +64.5% | +54.7% | +9.8% | +32.4% |
| 1Y | +64.7% | +63.2% | +1.4% | +29.1% |
| 3Y | +54.1% | +220.7% | -166.5% | -14.6% |
| 5Y | +95.4% | +53.3% | +42.1% | +49.9% |
| 10Y | +54.9% | +104.2% | -49.3% | +7.9% |
| All | +54.9% | +106.0% | -51.1% | +7.9% |
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