+56.0%
OVV vs HAS
+97.5%
-41.6%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.5% | +1.1% |
| 7D | +8.0% | +1.4% | +6.7% | +7.4% |
| 30D | -2.0% | +26.3% | -28.3% | -11.5% |
| 3M | +5.4% | +25.6% | -20.2% | -4.6% |
| 6M | +14.3% | +30.3% | -16.0% | +0.9% |
| YTD | +69.4% | +50.4% | +19.1% | +37.9% |
| 1Y | +72.4% | +57.7% | +14.7% | +37.1% |
| 3Y | +58.4% | +213.4% | -155.0% | -11.5% |
| 5Y | +106.1% | +49.1% | +57.0% | +59.9% |
| All | +56.0% | +97.5% | -41.6% | +7.1% |
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