-5.8%
OSCR vs HAS
+18.8%
-24.7%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.5% | -0.9% | -0.2% |
| 7D | +1.6% | -1.1% | +2.7% | +2.1% |
| 30D | +10.7% | -2.8% | +13.5% | +12.3% |
| 3M | +13.4% | +10.1% | +3.3% | +7.5% |
| 6M | +144.6% | -1.4% | +145.9% | +143.6% |
| YTD | +128.0% | +14.2% | +113.9% | +109.5% |
| 1Y | +68.7% | +18.2% | +50.5% | +51.4% |
| 3Y | +398.8% | +48.6% | +350.2% | +282.2% |
| 5Y | +87.3% | +14.2% | +73.0% | +59.0% |
| All | -5.8% | +18.8% | -24.7% | -21.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling