+42.5%
OVV vs THC
+1,325.8%
-1,283.2%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.7% |
| 7D | -10.7% | +7.5% | -18.2% | -13.2% |
| 30D | -5.3% | +9.6% | -14.9% | -8.6% |
| 3M | +2.4% | +10.3% | -7.9% | -1.7% |
| 6M | +5.7% | +51.8% | -46.2% | -11.0% |
| YTD | +56.8% | +45.4% | +11.3% | +31.6% |
| 1Y | +59.3% | +40.8% | +18.5% | +34.7% |
| 3Y | +49.0% | +448.8% | -399.8% | -28.8% |
| 5Y | +88.1% | +263.4% | -175.3% | -2.3% |
| 10Y | +42.5% | +1,800.1% | -1,757.5% | -58.8% |
| All | +42.5% | +1,325.8% | -1,283.2% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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