+156.7%
OVV vs THC
+58.0%
+98.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.0% | -0.9% | -2.4% |
| 7D | -14.9% | +5.9% | -20.8% | -16.2% |
| 30D | -0.9% | +10.8% | -11.8% | -3.6% |
| 3M | +5.6% | +9.4% | -3.9% | +2.8% |
| 6M | -2.5% | +53.3% | -55.7% | -13.5% |
| YTD | +57.8% | +44.2% | +13.7% | +40.6% |
| 1Y | +70.1% | +37.3% | +32.8% | +52.8% |
| 3Y | +35.1% | +421.6% | -386.5% | -15.1% |
| 5Y | +86.1% | +279.8% | -193.7% | +21.1% |
| 10Y | +55.5% | +1,513.9% | -1,458.3% | -28.5% |
| All | +156.7% | +58.0% | +98.7% | +10.0% |
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