+62.3%
OVV vs HAS
+56.4%
+6.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | +0.3% | -1.8% | +2.1% | +1.0% |
| 30D | +11.7% | +2.3% | +9.5% | +10.5% |
| 3M | +9.8% | +10.4% | -0.6% | +4.5% |
| 6M | +26.6% | -3.2% | +29.8% | +25.8% |
| YTD | +67.0% | +15.4% | +51.6% | +52.6% |
| 1Y | +55.9% | +18.8% | +37.1% | +40.2% |
| 3Y | +45.5% | +43.9% | +1.6% | +15.9% |
| 5Y | +157.3% | +13.9% | +143.5% | +123.8% |
| All | +62.3% | +56.4% | +6.0% | +34.1% |
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