+128.9%
HUT vs OSCR
-11.8%
+140.7%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -3.8% | +0.2% | -2.5% |
| 7D | +18.9% | +4.7% | +14.2% | +17.4% |
| 30D | +12.0% | +14.8% | -2.8% | +7.1% |
| 3M | -14.9% | +16.7% | -31.5% | -19.7% |
| 6M | +96.8% | +127.5% | -30.7% | +50.1% |
| YTD | +108.8% | +121.0% | -12.2% | +60.6% |
| 1Y | +227.4% | +58.4% | +169.0% | +171.9% |
| 3Y | +760.3% | +392.4% | +367.9% | +315.4% |
| 5Y | +86.1% | +80.5% | +5.6% | +2.9% |
| All | +128.9% | -11.8% | +140.7% | +89.3% |
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