+86.2%
OSCR vs THC
+254.2%
-168.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.6% |
| 7D | +1.1% | 0.0% | +1.1% | +0.8% |
| 30D | +16.5% | +1.5% | +14.9% | +15.4% |
| 3M | +17.0% | +59.9% | -42.9% | -10.0% |
| 6M | +145.0% | +11.0% | +134.0% | +127.3% |
| YTD | +126.7% | +32.6% | +94.1% | +89.3% |
| 1Y | +67.2% | +37.4% | +29.9% | +38.7% |
| 3Y | +405.1% | +252.5% | +152.6% | +143.2% |
| 5Y | +86.2% | +262.3% | -176.2% | -21.2% |
| All | +86.2% | +254.2% | -168.0% | -21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling