+243.7%
HL vs OSCR
-9.0%
+252.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.3% |
| 7D | -4.4% | +1.6% | -6.0% | -4.6% |
| 30D | +9.3% | +10.7% | -1.4% | +7.7% |
| 3M | +32.0% | +13.4% | +18.6% | +29.3% |
| 6M | -6.4% | +144.6% | -151.0% | -17.9% |
| YTD | +3.1% | +128.0% | -124.9% | -8.8% |
| 1Y | +77.6% | +68.7% | +8.9% | +61.0% |
| 3Y | +392.8% | +398.8% | -6.0% | +264.9% |
| 5Y | +234.1% | +87.3% | +146.9% | +152.3% |
| All | +243.7% | -9.0% | +252.6% | +223.2% |
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 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