+94.8%
OSCR vs HUBB
-7.9%
+102.8%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.4% | -1.3% | -5.3% |
| 7D | +7.8% | -4.4% | +12.2% | +8.1% |
| 30D | +2.6% | -13.7% | +16.3% | +3.6% |
| 3M | +10.2% | -18.2% | +28.4% | +11.6% |
| 6M | +84.9% | -17.0% | +102.0% | +85.9% |
| YTD | +130.9% | -4.9% | +135.8% | +111.2% |
| 1Y | +94.8% | -9.4% | +104.3% | +88.1% |
| All | +94.8% | -7.9% | +102.8% | +88.1% |
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