+38.4%
HD vs OSCR
-9.0%
+47.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +1.0% |
| 7D | -3.8% | +1.6% | -5.4% | -3.9% |
| 30D | -9.4% | +10.7% | -20.1% | -10.0% |
| 3M | -4.6% | +13.4% | -18.0% | -5.6% |
| 6M | -10.1% | +144.6% | -154.6% | -15.4% |
| YTD | -8.3% | +128.0% | -136.4% | -13.6% |
| 1Y | -25.0% | +68.7% | -93.7% | -28.4% |
| 3Y | +1.5% | +398.8% | -397.2% | -13.5% |
| 5Y | +5.6% | +87.3% | -81.7% | -12.9% |
| All | +38.4% | -9.0% | +47.4% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling