+40.0%
HLT vs OSCR
+93.2%
-53.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.7% | +3.9% | -1.5% |
| 7D | +3.6% | +7.8% | -4.2% | +3.1% |
| 30D | +14.6% | +2.6% | +12.0% | +14.4% |
| 3M | +13.9% | +10.2% | +3.7% | +13.2% |
| 6M | +18.3% | +84.9% | -66.7% | +12.8% |
| YTD | +28.9% | +130.9% | -102.0% | +20.0% |
| 1Y | +40.0% | +94.8% | -54.8% | +31.0% |
| All | +40.0% | +93.2% | -53.2% | +31.0% |
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