-6.4%
OSCR vs HSY
+37.5%
-43.8%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.2% | +1.3% | +2.3% |
| 7D | +1.1% | -0.4% | +1.5% | +1.1% |
| 30D | +16.5% | -3.4% | +19.9% | +17.4% |
| 3M | +17.0% | -0.5% | +17.5% | +17.0% |
| 6M | +145.0% | -19.1% | +164.1% | +155.0% |
| YTD | +126.7% | -2.1% | +128.8% | +124.1% |
| 1Y | +67.2% | -3.2% | +70.5% | +65.6% |
| 3Y | +405.1% | -8.8% | +413.9% | +399.1% |
| 5Y | +86.2% | +13.0% | +73.2% | +100.8% |
| All | -6.4% | +37.5% | -43.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 HSY 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