+91.5%
OSCR vs HBM
+327.6%
-236.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.7% |
| 7D | +1.6% | -3.3% | +4.9% | +2.3% |
| 30D | +10.7% | -4.8% | +15.5% | +11.4% |
| 3M | +13.4% | -0.4% | +13.8% | +11.6% |
| 6M | +144.6% | +17.9% | +126.7% | +125.7% |
| YTD | +128.0% | +33.7% | +94.3% | +100.6% |
| 1Y | +68.7% | +95.6% | -26.9% | +32.7% |
| 3Y | +398.8% | +458.1% | -59.3% | +172.6% |
| All | +91.5% | +327.6% | -236.1% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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