+68.4%
HST vs OSCR
+95.7%
-27.3%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.2% |
| 7D | +0.7% | +1.1% | -0.4% | +0.6% |
| 30D | -0.7% | +16.5% | -17.2% | -2.3% |
| 3M | -4.0% | +17.0% | -21.0% | -5.8% |
| 6M | +20.7% | +145.0% | -124.3% | +9.2% |
| YTD | +31.0% | +126.7% | -95.7% | +19.2% |
| 1Y | +36.2% | +67.2% | -31.0% | +26.4% |
| 3Y | +66.6% | +405.1% | -338.5% | +26.5% |
| All | +68.4% | +95.7% | -27.3% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling