+622.3%
HWM vs OSCR
+96.8%
+525.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.2% | +0.7% |
| 7D | -11.4% | +1.6% | -13.1% | -11.6% |
| 30D | -18.5% | +10.7% | -29.1% | -19.3% |
| 3M | -13.2% | +13.4% | -26.5% | -14.6% |
| 6M | -8.7% | +144.6% | -153.2% | -17.0% |
| YTD | +12.2% | +128.0% | -115.9% | +2.3% |
| 1Y | +24.9% | +68.7% | -43.8% | +16.2% |
| 3Y | +383.9% | +398.8% | -14.9% | +280.8% |
| All | +622.3% | +96.8% | +525.5% | +497.2% |
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