+138.4%
HLT vs OSCR
+96.8%
+41.6%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -1.6% | +1.6% | -3.2% | -1.8% |
| 30D | -5.0% | +10.7% | -15.7% | -5.9% |
| 3M | -10.4% | +13.4% | -23.7% | -11.6% |
| 6M | +3.2% | +144.6% | -141.3% | -5.0% |
| YTD | +6.7% | +128.0% | -121.3% | -1.5% |
| 1Y | +10.3% | +68.7% | -58.4% | +3.4% |
| 3Y | +99.3% | +398.8% | -299.4% | +57.5% |
| All | +138.4% | +96.8% | +41.6% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling