+133.9%
HL vs OSCR
+75.7%
+58.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +1.5% | +5.8% | -4.4% | +0.6% |
| 30D | +25.1% | +7.1% | +17.9% | +23.5% |
| 3M | +22.9% | +36.7% | -13.8% | +16.8% |
| 6M | -4.9% | +114.3% | -119.2% | -17.1% |
| YTD | +7.8% | +124.4% | -116.6% | -6.7% |
| 1Y | +133.9% | +75.5% | +58.4% | +102.6% |
| All | +133.9% | +75.7% | +58.1% | +102.6% |
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