+75.5%
OSCR vs HUBB
+8.5%
+67.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.8% | +0.5% | +5.3% | +5.8% |
| 30D | +7.1% | -10.0% | +17.1% | +8.2% |
| 3M | +36.7% | -4.8% | +41.4% | +34.1% |
| 6M | +114.3% | -5.6% | +119.8% | +107.5% |
| YTD | +124.4% | +4.7% | +119.8% | +107.4% |
| 1Y | +75.5% | +6.7% | +68.8% | +57.2% |
| All | +75.5% | +8.5% | +67.0% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 HUBB 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