+395.9%
OSCR vs HAS
+45.4%
+350.5%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.2% | +2.1% |
| 7D | +1.1% | -3.1% | +4.1% | +2.1% |
| 30D | +16.5% | -6.4% | +22.9% | +19.1% |
| 3M | +17.0% | +10.4% | +6.6% | +13.0% |
| 6M | +145.0% | -3.7% | +148.6% | +146.7% |
| YTD | +126.7% | +12.5% | +114.3% | +116.4% |
| 1Y | +67.2% | +19.8% | +47.4% | +55.6% |
| All | +395.9% | +45.4% | +350.5% | +307.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling