-55.9%
HUBS vs OSCR
+93.2%
-149.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -5.7% | +0.3% | -4.5% |
| 7D | -14.4% | +7.8% | -22.2% | -15.6% |
| 30D | -5.6% | +2.6% | -8.2% | -6.2% |
| 3M | -18.1% | +10.2% | -28.3% | -19.5% |
| 6M | -16.7% | +84.9% | -101.7% | -22.5% |
| YTD | -48.9% | +130.9% | -179.8% | -53.7% |
| 1Y | -55.9% | +94.8% | -150.7% | -59.9% |
| All | -55.9% | +93.2% | -149.1% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OSCR.
Daily Out/Under-Performance
Portfolio return minus OSCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OSCR 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 1y: compounded portfolio wealth divided by compounded OSCR 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…
1y analysis · Full analysis span regression · 6 months rolling