+105.1%
OSCR vs HAS
+66.3%
+38.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.1% | +5.5% | +7.7% |
| 7D | +15.5% | +2.4% | +13.0% | +14.7% |
| 30D | +8.5% | +31.6% | -23.1% | +0.2% |
| 3M | +15.8% | +33.9% | -18.0% | +6.3% |
| 6M | +89.5% | +31.4% | +58.1% | +75.1% |
| YTD | +144.9% | +51.6% | +93.2% | +129.9% |
| 1Y | +105.1% | +65.2% | +39.9% | +105.5% |
| All | +105.1% | +66.3% | +38.8% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 1y: compounded portfolio wealth divided by compounded HAS 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…
1y analysis · Full analysis span regression · 6 months rolling