+1.5%
HON vs OSCR
+96.8%
-95.3%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | +0.1% |
| 7D | -3.5% | +1.6% | -5.1% | -3.6% |
| 30D | -13.8% | +10.7% | -24.4% | -14.3% |
| 3M | -11.7% | +13.4% | -25.0% | -12.5% |
| 6M | -18.7% | +144.6% | -163.3% | -23.3% |
| YTD | +0.2% | +128.0% | -127.8% | -5.2% |
| 1Y | -3.1% | +68.7% | -71.7% | -7.2% |
| 3Y | +17.0% | +398.8% | -381.8% | +0.7% |
| All | +1.5% | +96.8% | -95.3% | -10.4% |
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