+380.3%
HWM vs OSCR
+398.9%
-18.6%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -2.2% |
| 7D | -12.5% | +1.1% | -13.6% | -12.6% |
| 30D | -19.0% | +16.5% | -35.5% | -20.1% |
| 3M | -8.6% | +17.0% | -25.6% | -10.1% |
| 6M | -10.2% | +145.0% | -155.1% | -17.5% |
| YTD | +11.3% | +126.7% | -115.4% | +2.6% |
| 1Y | +24.3% | +67.2% | -43.0% | +16.5% |
| All | +380.3% | +398.9% | -18.6% | +267.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling