-5.8%
OSCR vs HUBB
+178.8%
-184.6%
-94.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | -0.2% |
| 7D | +1.6% | -0.1% | +1.7% | +1.7% |
| 30D | +10.7% | -10.0% | +20.6% | +16.1% |
| 3M | +13.4% | -1.6% | +14.9% | +11.7% |
| 6M | +144.6% | -3.1% | +147.6% | +139.9% |
| YTD | +128.0% | +4.6% | +123.5% | +114.3% |
| 1Y | +68.7% | +3.3% | +65.3% | +58.9% |
| 3Y | +398.8% | +46.6% | +352.2% | +262.2% |
| 5Y | +87.3% | +158.7% | -71.4% | -11.4% |
| All | -5.8% | +178.8% | -184.6% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling