+86.2%
OSCR vs ALHC
-31.9%
+118.0%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.3% |
| 7D | +1.1% | -5.8% | +6.9% | +3.1% |
| 30D | +16.5% | -3.3% | +19.8% | +17.8% |
| 3M | +17.0% | -37.9% | +54.9% | +34.0% |
| 6M | +145.0% | -29.5% | +174.5% | +160.9% |
| YTD | +126.7% | -35.4% | +162.1% | +148.2% |
| 1Y | +67.2% | -22.4% | +89.7% | +71.1% |
| 3Y | +405.1% | +146.3% | +258.8% | +172.3% |
| 5Y | +86.2% | -32.0% | +118.2% | +38.3% |
| All | +86.2% | -31.9% | +118.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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