+398.8%
OSCR vs HIG
+101.1%
+297.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | +1.6% | -1.5% | +3.1% | +2.3% |
| 30D | +10.7% | -0.4% | +11.0% | +10.9% |
| 3M | +13.4% | +6.7% | +6.7% | +9.8% |
| 6M | +144.6% | +2.0% | +142.6% | +141.2% |
| YTD | +128.0% | +0.3% | +127.8% | +126.4% |
| 1Y | +68.7% | +4.2% | +64.5% | +63.8% |
| 3Y | +398.8% | +102.2% | +296.6% | +296.2% |
| All | +398.8% | +101.1% | +297.7% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 3y: compounded portfolio wealth divided by compounded HIG 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…
3y analysis · Full analysis span regression · 6 months rolling