+93.3%
HAL vs OSCR
+96.8%
-3.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | -3.3% | +1.6% | -4.9% | -3.4% |
| 30D | +8.2% | +10.7% | -2.5% | +7.5% |
| 3M | -9.4% | +13.4% | -22.8% | -10.4% |
| 6M | +0.6% | +144.6% | -143.9% | -5.5% |
| YTD | +28.6% | +128.0% | -99.5% | +21.1% |
| 1Y | +63.9% | +68.7% | -4.8% | +56.4% |
| 3Y | -7.1% | +398.8% | -405.9% | -22.7% |
| All | +93.3% | +96.8% | -3.5% | +54.8% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 OSCR 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