+675.7%
HWM vs OSCR
-8.3%
+684.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | +2.4% | -13.1% | -10.9% |
| 7D | -9.2% | +10.7% | -19.8% | -10.0% |
| 30D | -17.9% | +18.3% | -36.2% | -19.2% |
| 3M | -6.0% | +20.5% | -26.6% | -8.0% |
| 6M | -7.4% | +138.5% | -145.9% | -15.4% |
| YTD | +13.1% | +129.7% | -116.6% | +3.4% |
| 1Y | +29.3% | +62.8% | -33.5% | +20.9% |
| 3Y | +389.9% | +411.8% | -21.9% | +289.1% |
| 5Y | +655.5% | +99.9% | +555.6% | +509.6% |
| All | +675.7% | -8.3% | +684.0% | +587.9% |
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