-54.8%
HUBS vs OSCR
-9.0%
-45.8%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OSCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -9.0% | +1.6% | -10.6% | -9.3% |
| 30D | +7.2% | +10.7% | -3.4% | +5.0% |
| 3M | +20.9% | +13.4% | +7.5% | +17.8% |
| 6M | -13.0% | +144.6% | -157.6% | -27.5% |
| YTD | -43.8% | +128.0% | -171.9% | -52.8% |
| 1Y | -54.6% | +68.7% | -123.3% | -60.3% |
| 3Y | -58.5% | +398.8% | -457.2% | -75.4% |
| 5Y | -66.4% | +87.3% | -153.7% | -79.1% |
| All | -54.8% | -9.0% | -45.8% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling