-5.8%
OSCR vs USHY
+25.5%
-31.4%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.5% |
| 7D | +1.6% | -0.7% | +2.3% | +3.8% |
| 30D | +10.7% | -0.7% | +11.3% | +13.1% |
| 3M | +13.4% | +0.1% | +13.3% | +13.3% |
| 6M | +144.6% | +1.8% | +142.8% | +132.4% |
| YTD | +128.0% | +1.8% | +126.3% | +117.4% |
| 1Y | +68.7% | +3.3% | +65.4% | +53.9% |
| 3Y | +398.8% | +27.0% | +371.8% | +150.3% |
| 5Y | +87.3% | +21.0% | +66.2% | +34.0% |
| All | -5.8% | +25.5% | -31.4% | -38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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