+4.4%
HWM vs OSCR
+104.5%
-100.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +8.6% | -12.9% | -5.0% |
| 7D | +9.4% | +15.5% | -6.0% | +8.1% |
| 30D | -7.0% | +8.5% | -15.5% | -7.7% |
| 3M | -25.9% | +15.8% | -41.7% | -26.9% |
| 6M | -10.8% | +89.5% | -100.3% | -17.5% |
| YTD | +4.3% | +144.9% | -140.6% | -7.0% |
| 1Y | +4.4% | +105.1% | -100.7% | -6.4% |
| All | +4.4% | +104.5% | -100.1% | -6.4% |
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 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