+155.0%
OVV vs HSY
+816.3%
-661.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -16.7% | +7.5% | -24.2% | -18.7% |
| 30D | -1.5% | +11.1% | -12.6% | -5.0% |
| 3M | +1.6% | -1.9% | +3.5% | +1.7% |
| 6M | +2.0% | -3.0% | +5.0% | +1.8% |
| YTD | +56.8% | 0.0% | +56.8% | +54.0% |
| 1Y | +64.8% | +9.4% | +55.4% | +56.9% |
| 3Y | +38.3% | +3.8% | +34.5% | +30.1% |
| 5Y | +84.9% | +15.2% | +69.7% | +64.9% |
| 10Y | +54.5% | +126.9% | -72.3% | +9.7% |
| All | +155.0% | +816.3% | -661.3% | +14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 all: compounded portfolio wealth divided by compounded HSY 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…
all analysis · Full analysis span regression · 6 months rolling