+74.0%
HST vs OSCR
-9.0%
+82.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.4% |
| 7D | +0.9% | +1.6% | -0.8% | +0.7% |
| 30D | -2.5% | +10.7% | -13.1% | -3.5% |
| 3M | -5.1% | +13.4% | -18.5% | -6.6% |
| 6M | +21.6% | +144.6% | -122.9% | +10.3% |
| YTD | +31.6% | +128.0% | -96.4% | +19.9% |
| 1Y | +36.1% | +68.7% | -32.5% | +26.4% |
| 3Y | +66.5% | +398.8% | -332.3% | +28.0% |
| 5Y | +76.6% | +87.3% | -10.7% | +36.1% |
| All | +74.0% | -9.0% | +82.9% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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