+399.0%
HPE vs OSCR
-9.0%
+408.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +0.6% | +11.9% | +12.4% |
| 7D | +19.4% | +1.6% | +17.8% | +19.3% |
| 30D | +5.6% | +10.7% | -5.1% | +4.9% |
| 3M | +33.1% | +13.4% | +19.7% | +31.7% |
| 6M | +192.5% | +144.6% | +47.9% | +172.8% |
| YTD | +160.9% | +128.0% | +32.9% | +144.1% |
| 1Y | +155.0% | +68.7% | +86.3% | +141.8% |
| 3Y | +289.4% | +398.8% | -109.4% | +228.4% |
| 5Y | +395.7% | +87.3% | +308.4% | +308.3% |
| All | +399.0% | -9.0% | +408.0% | +343.3% |
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