+84.5%
HAL vs OSCR
-11.8%
+96.3%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +1.1% |
| 7D | -1.3% | +4.7% | -6.0% | -1.6% |
| 30D | +10.9% | +14.8% | -3.9% | +9.9% |
| 3M | -5.8% | +16.7% | -22.5% | -7.0% |
| 6M | +8.1% | +127.5% | -119.4% | +2.0% |
| YTD | +33.2% | +121.0% | -87.8% | +25.7% |
| 1Y | +74.2% | +58.4% | +15.8% | +66.9% |
| 3Y | -3.7% | +392.4% | -396.1% | -19.5% |
| 5Y | +111.9% | +80.5% | +31.4% | +76.2% |
| All | +84.5% | -11.8% | +96.3% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling