+171.6%
OVV vs THC
+46.2%
+125.5%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | +0.3% | -0.7% | +0.9% | +0.4% |
| 30D | +11.7% | +1.3% | +10.5% | +11.3% |
| 3M | +9.8% | +64.2% | -54.5% | -3.5% |
| 6M | +26.6% | +8.3% | +18.3% | +22.1% |
| YTD | +67.0% | +33.4% | +33.6% | +52.2% |
| 1Y | +55.9% | +37.7% | +18.3% | +40.2% |
| 3Y | +45.5% | +236.8% | -191.3% | +1.8% |
| 5Y | +157.3% | +249.3% | -91.9% | +70.8% |
| 10Y | +65.0% | +995.2% | -930.2% | -18.4% |
| All | +171.6% | +46.2% | +125.5% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling