+23.6%
OSCR vs ALHC
-31.6%
+55.2%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -3.2% | -0.6% | -2.7% |
| 7D | +4.7% | -4.1% | +8.8% | +6.2% |
| 30D | +14.8% | -5.4% | +20.2% | +16.8% |
| 3M | +16.7% | -32.1% | +48.8% | +29.5% |
| 6M | +127.5% | -28.5% | +156.0% | +141.2% |
| YTD | +121.0% | -34.0% | +155.0% | +140.2% |
| 1Y | +58.4% | -20.9% | +79.3% | +61.2% |
| 3Y | +392.4% | +151.5% | +240.9% | +171.7% |
| 5Y | +80.5% | -28.8% | +109.3% | +42.4% |
| All | +23.6% | -31.6% | +55.2% | -8.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling