-5.1%
OSCR vs HAS
+17.2%
-22.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +3.6% |
| 7D | +10.7% | -3.1% | +13.8% | +12.4% |
| 30D | +18.3% | -2.7% | +21.0% | +19.8% |
| 3M | +20.5% | +8.9% | +11.6% | +14.9% |
| 6M | +138.5% | -2.9% | +141.4% | +139.5% |
| YTD | +129.7% | +12.6% | +117.1% | +112.5% |
| 1Y | +62.8% | +17.5% | +45.3% | +46.5% |
| 3Y | +411.8% | +46.2% | +365.6% | +295.5% |
| 5Y | +99.9% | +12.6% | +87.4% | +70.9% |
| All | -5.1% | +17.2% | -22.4% | -20.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling