+48.2%
OVV vs HAS
+101.4%
-53.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.4% |
| 7D | -16.7% | -0.2% | -16.5% | -16.7% |
| 30D | -1.5% | +31.0% | -32.5% | -12.3% |
| 3M | +1.6% | +30.7% | -29.1% | -9.7% |
| 6M | +2.0% | +23.9% | -21.9% | -8.0% |
| YTD | +56.8% | +48.3% | +8.5% | +28.4% |
| 1Y | +64.8% | +60.2% | +4.6% | +30.1% |
| 3Y | +38.3% | +189.2% | -150.9% | -19.8% |
| 5Y | +84.9% | +50.4% | +34.5% | +42.7% |
| All | +48.2% | +101.4% | -53.2% | +6.4% |
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