-6.4%
OSCR vs HBM
+283.6%
-290.0%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -7.5% | +10.1% | +4.2% |
| 7D | +1.1% | -3.7% | +4.8% | +1.8% |
| 30D | +16.5% | -3.7% | +20.1% | +16.9% |
| 3M | +17.0% | +8.0% | +9.0% | +13.2% |
| 6M | +145.0% | +15.8% | +129.2% | +128.8% |
| YTD | +126.7% | +34.4% | +92.4% | +101.9% |
| 1Y | +67.2% | +98.2% | -30.9% | +34.6% |
| 3Y | +405.1% | +476.6% | -71.5% | +196.1% |
| 5Y | +86.2% | +331.1% | -244.9% | +15.6% |
| All | -6.4% | +283.6% | -290.0% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling