+25.0%
HL vs OSCR
+104.5%
-79.5%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +8.6% | +4.6% | +11.7% |
| 7D | +0.2% | +15.5% | -15.3% | -2.1% |
| 30D | -12.1% | +8.5% | -20.7% | -13.4% |
| 3M | -2.8% | +15.8% | -18.7% | -5.7% |
| 6M | -14.9% | +89.5% | -104.4% | -25.2% |
| YTD | -22.0% | +144.9% | -166.9% | -35.0% |
| 1Y | +25.0% | +105.1% | -80.1% | +5.9% |
| All | +25.0% | +104.5% | -79.5% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling