-5.8%
OSCR vs THC
+393.3%
-399.2%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +10.7% | -1.2% | +11.8% | +11.1% |
| 3M | +13.4% | +52.3% | -38.9% | -9.8% |
| 6M | +144.6% | +12.4% | +132.1% | +125.9% |
| YTD | +128.0% | +32.7% | +95.4% | +91.5% |
| 1Y | +68.7% | +36.4% | +32.3% | +41.3% |
| 3Y | +398.8% | +259.3% | +139.5% | +146.1% |
| 5Y | +87.3% | +262.7% | -175.4% | -14.4% |
| All | -5.8% | +393.3% | -399.2% | -61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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