-5.8%
OSCR vs HALO
+139.6%
-145.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.6% | -2.7% | +4.3% | +2.7% |
| 30D | +10.7% | +5.3% | +5.4% | +8.3% |
| 3M | +13.4% | +51.6% | -38.2% | -4.9% |
| 6M | +144.6% | +61.3% | +83.3% | +99.7% |
| YTD | +128.0% | +59.3% | +68.8% | +85.0% |
| 1Y | +68.7% | +38.3% | +30.4% | +44.7% |
| 3Y | +398.8% | +185.9% | +212.9% | +183.4% |
| 5Y | +87.3% | +159.9% | -72.7% | -1.7% |
| All | -5.8% | +139.6% | -145.4% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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