+72.4%
HST vs OSCR
-11.8%
+84.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.2% |
| 7D | -0.3% | +4.7% | -5.0% | -0.8% |
| 30D | -2.8% | +14.8% | -17.6% | -4.2% |
| 3M | -6.5% | +16.7% | -23.2% | -8.2% |
| 6M | +20.7% | +127.5% | -106.8% | +10.2% |
| YTD | +30.5% | +121.0% | -90.6% | +19.2% |
| 1Y | +36.8% | +58.4% | -21.6% | +27.8% |
| 3Y | +65.9% | +392.4% | -326.5% | +27.7% |
| 5Y | +73.9% | +80.5% | -6.5% | +34.5% |
| All | +72.4% | -11.8% | +84.2% | +42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling