+98.9%
OVV vs THC
+266.8%
-167.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.4% | +1.7% |
| 7D | -7.3% | +8.8% | -16.1% | -9.1% |
| 30D | -3.6% | +10.0% | -13.6% | -5.7% |
| 3M | -2.6% | +11.7% | -14.3% | -5.3% |
| 6M | +7.6% | +52.5% | -44.9% | -3.5% |
| YTD | +59.6% | +46.1% | +13.5% | +42.8% |
| 1Y | +62.2% | +49.1% | +13.1% | +43.9% |
| 3Y | +49.6% | +439.6% | -390.0% | -13.0% |
| 5Y | +98.9% | +263.2% | -164.2% | +30.9% |
| All | +98.9% | +266.8% | -167.9% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling