+104.6%
HUT vs OSCR
+96.8%
+7.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.6% | +8.2% | +8.7% |
| 7D | +5.4% | +1.6% | +3.8% | +4.9% |
| 30D | +8.6% | +10.7% | -2.0% | +5.0% |
| 3M | -15.2% | +13.4% | -28.6% | -19.4% |
| 6M | +92.9% | +144.6% | -51.7% | +44.6% |
| YTD | +114.6% | +128.0% | -13.4% | +64.1% |
| 1Y | +208.5% | +68.7% | +139.9% | +152.3% |
| 3Y | +821.5% | +398.8% | +422.7% | +346.2% |
| All | +104.6% | +96.8% | +7.7% | -5.7% |
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