+83.5%
OVV vs THC
+274.4%
-190.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -16.7% | +3.7% | -20.4% | -17.4% |
| 30D | -1.5% | +9.0% | -10.5% | -3.5% |
| 3M | +1.6% | +10.4% | -8.8% | -0.9% |
| 6M | +2.0% | +45.7% | -43.6% | -7.4% |
| YTD | +56.8% | +42.6% | +14.2% | +41.2% |
| 1Y | +64.8% | +38.8% | +26.1% | +49.0% |
| 3Y | +38.3% | +418.8% | -380.6% | -18.2% |
| All | +83.5% | +274.4% | -190.9% | +13.7% |
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